Credit Risk Pricing Models

Credit Risk Pricing Models
Author :
Publisher : Springer Science & Business Media
Total Pages : 388
Release :
ISBN-10 : 9783540247166
ISBN-13 : 3540247165
Rating : 4/5 (66 Downloads)

Book Synopsis Credit Risk Pricing Models by : Bernd Schmid

Download or read book Credit Risk Pricing Models written by Bernd Schmid and published by Springer Science & Business Media. This book was released on 2012-11-07 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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