Credit risk pricing models : theory and practice
Bernd Schmid
| Year of publication: |
2004 ; 2. ed.
|
|---|---|
| Authors: | Schmid, Bernd |
| Publisher: |
Berlin : Springer |
| Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Finanzanalyse | Financial analysis | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Theorie | Theory | Wertpapierportefeuille | Derivat <Wertpapier> | Messung | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XI, 383 S graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie |
| Language: | English |
| Notes: | Literaturverz. S. [365] - 378 1. Aufl. u.d.T.: Schmid, Bernd: Pricing credit linked financial instruments Gb. (Pr. in Vorb.) |
| ISBN: | 3-540-40466-X |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001786486