Credit risk valuation : methods, models, and applications /

Main Author: Ammann, Manuel, 1970-
Format: Book
Language:English
Published: New York : Springer, c2001.
Edition:2nd ed.
Subjects:
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020 |a 3540678050 (alk. paper) 
040 |a DLC 
050 |a HG3751.5  |b .A45 2001 
082 |2 21  |a 332.63/2 
100 1 |a Ammann, Manuel,  |d 1970- 
245 1 |a Credit risk valuation :  |b methods, models, and applications /  |c Manuel Ammann. 
250 1 |a 2nd ed. 
260 1 |a New York :  |b Springer,  |c c2001. 
300 1 |a x, 255 p. :  |b ill. ;  |c 25 cm. 
500 1 |a "Originally published as volume 470 in the series Lecture notes in economics and mathematical systems with the title Pricing derivative credit risk"--Verso t.p. 
504 1 |a Includes bibliographical references (p. [237]-246) and index. 
650 1 |a Credit ratings 
650 1 |a Credit  |x Management 
650 1 |a Risk management 
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