EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link: https://ebookbell.com/faq

We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.

For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

Credit Risk Valuation Methods Models And Applications Dr Manuel Ammann Auth

SKU: BELL-4210182

$ 31.00 ~~$ 45.00~~ (-31%)

0 reviews

Credit Risk Valuation Methods Models And Applications Dr Manuel Ammann Auth instant download after payment.

Publisher: Springer Berlin Heidelberg

File Extension: PDF

File size: 7.36 MB

Pages: 258

Author: Dr. Manuel Ammann (auth.)

ISBN: 9783642087332, 9783662064252, 3642087337, 3662064251

Language: English

Year: 2001

Product desciption

Credit Risk Valuation Methods Models And Applications Dr Manuel Ammann Auth by Dr. Manuel Ammann (auth.) 9783642087332, 9783662064252, 3642087337, 3662064251 instant download after payment.

This book offers an advanced introduction to the models of credit risk valuation. It concentrates on firm-value and reduced-form approaches and their applications in practice. Additionally, the book includes new models for valuing derivative securities with credit risk, focussing on options and forward contracts subject to counterparty default risk, but also treating options on credit-risky bonds and credit derivatives. The text provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multi-variate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives.