9783540678052 - credit risk valuation: methods, models, and applications di ammann, manuel (16 risultati)
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: Griffin Books, Stamford, CT, U.S.A.Griffin Books
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Lingua: Inglese
Editore: Springer, 2002
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: Corner of a Foreign Field, Tokyo, TOKYO, GiapponeCorner of a Foreign Field
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Hardcover. Condizione: New. No Jacket. 2nd Edition. 2002.Hardcover.New.Ships from Japan.Usually ships in 1-2 working days.
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
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hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
- Rilegato
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
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hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: Buchpark, Trebbin, GermaniaBuchpark
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 268 | Sprache: Englisch | Produktart: Bücher | Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undiversifiable part of the risk taken. In bond markets, for example, riskier issues have t…o promise a higher yield to attract investors. But how much higher a yield? Using methods from contingent claims analysis, credit risk valuation models attempt to put a price on credit risk. This monograph gives an overview of the current methods for the valu ation of credit risk and considers several applications of credit risk models in the context of derivative pricing. In particular, credit risk models are in corporated into the pricing of derivative contracts that are subject to credit risk. Credit risk can affect prices of derivatives in a variety of ways. First, financial derivatives can be subject to counterparty default risk. Second, a derivative can be written on a security which is subject to credit risk, such as a corporate bond. Third, the credit risk itself can be the underlying vari able of a derivative instrument. In this case, the instrument is called a credit derivative. Fourth, credit derivatives may themselves be exposed to counter party risk. This text addresses all of those valuation problems but focuses on counterparty risk. The book is divided into six chapters and an appendix. Chapter 1 gives a brief introduction into credit risk and motivates the use of credit risk models in contingent claims pricing.
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. 268 2nd Corrected Printing.
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New. pp. 268 Illus.
Lingua: Inglese
Editore: Springer, Springer Spektrum, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undiversifiable part of the risk taken. In bond markets, for example, riskier issues have to promise a higher yi…eld to attract investors. But how much higher a yield Using methods from contingent claims analysis, credit risk valuation models attempt to put a price on credit risk. This monograph gives an overview of the current methods for the valu ation of credit risk and considers several applications of credit risk models in the context of derivative pricing. In particular, credit risk models are in corporated into the pricing of derivative contracts that are subject to credit risk. Credit risk can affect prices of derivatives in a variety of ways. First, financial derivatives can be subject to counterparty default risk. Second, a derivative can be written on a security which is subject to credit risk, such as a corporate bond. Third, the credit risk itself can be the underlying vari able of a derivative instrument. In this case, the instrument is called a credit derivative. Fourth, credit derivatives may themselves be exposed to counter party risk. This text addresses all of those valuation problems but focuses on counterparty risk. The book is divided into six chapters and an appendix. Chapter 1 gives a brief introduction into credit risk and motivates the use of credit risk models in contingent claims pricing.
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Jun 2001, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book offers an advanced introduction to the models of cre- dit risk valuation. It concentrates on firm-value and reducedform approaches and their applications in practice. Additionally, the book includes new models for valuing deriva…tive securities with credit risk, focussing on options and forward contracts subject to counterparty default risk, but also treating options on creditrisky 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. 268 pp. Englisch.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: moluna, Greven, Germaniamoluna
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivati…ve securities with credit risk. The book provides d.
Lingua: Inglese
Editore: Springer, Springer Spektrum Jun 2001, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undiversifiable part of the risk taken. In bond markets, for example, riskier issues have to promise… a higher yield to attract investors. But how much higher a yield Using methods from contingent claims analysis, credit risk valuation models attempt to put a price on credit risk. This monograph gives an overview of the current methods for the valu ation of credit risk and considers several applications of credit risk models in the context of derivative pricing. In particular, credit risk models are in corporated into the pricing of derivative contracts that are subject to credit risk. Credit risk can affect prices of derivatives in a variety of ways. First, financial derivatives can be subject to counterparty default risk. Second, a derivative can be written on a security which is subject to credit risk, such as a corporate bond. Third, the credit risk itself can be the underlying vari able of a derivative instrument. In this case, the instrument is called a credit derivative. Fourth, credit derivatives may themselves be exposed to counter party risk. This text addresses all of those valuation problems but focuses on counterparty risk. The book is divided into six chapters and an appendix. Chapter 1 gives a brief introduction into credit risk and motivates the use of credit risk models in contingent claims pricing.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 268 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2001
Serie: Springer Finance, Libro 4 di 53. Libro 4 di 53 - Springer Finance
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 268.
