Pricing derivative credit risk [electronic resource] / Manuel Ammann.
This book presents new approaches to 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-ar...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
©1999.
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| Series: | Lecture notes in economics and mathematical systems ;
470. |
| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HG6024.A3 A465 1999
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| HG6024.A3 A465 1999 | Available |