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Material Type: | Internet resource |
---|---|
Document Type: | Book, Internet Resource |
All Authors / Contributors: |
Philipp J Schönbucher |
ISBN: | 9780470842911 0470842911 |
OCLC Number: | 255157534 |
Description: | XXI, 375 Seiten : Diagramme. |
Contents: | Preface. Acknowledgements. Abbreviations. Notation. 1. Introduction. 2. Credit Derivatives: Overview and Hedge-Based Pricing. 3. Credit Spreads and Bond Price-Based Pricing. 4. Mathematical Background. 5. Advanced Credit Spread Models. 6. Recovery Modelling. 7. Implementation of Intensity-Based Models. 8. Credit Rating Models. 9. Firm Value and Share Price-Based Models. 10. Models for Default Correlation. Bibliography. Index. |
Series Title: | Wiley finance series. |
Responsibility: | Philipp J. Schönbucher. |
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