by Bernd Schmid (Author)
Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice.
Format: Hardcover
Pages: 396
Edition: 2003. 2nd Print
Publisher: Springer
Published: 21 Jan 2004
ISBN 10: 354040466X
ISBN 13: 9783540404668