Credit Risk Valuation: Methods, Models, and Applications (Springer Finance)

by Manuel Ammann (Author)

• New

  Hardcover
  2001

  $208.12

  This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk.