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Credit Risk Pricing Models: Theory and Practice: Book by Berndt Schmid (Risklab, Munich Germany)

Credit Risk Pricing Models: Theory and Practice

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ISBN: 9783540404668    Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Year of publishing: 2004     Format:  Hardback No of Pages: 396        
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...Read more
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. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues.
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