Schönbucher, Philipp J. Credit Derivatives Pricing Models Models, Pricing and Implementation Wiley Finance Series
1. Edition - May 2003 119.- Euro 2003. 396 Pages, Hardcover - Handbook/Reference Book - ISBN-10: 0-470-84291-1 ISBN-13: 978-0-470-84291-1 - John Wiley & Sons
Short description The purpose of this book is to provide a comprehensive overview of the state-of-the-art in credit risk modeling as applied to the pricing of credit derivatives. The credit derivatives market is booming and expanding into areas of banking that has had little exposure to quantitative models before, forcing a large number of people to confront this issue for the first time.
From the contents Preface.
Acknowledgements.
Abbreviations.
Notation.
1. Introduction.
2. Credit Derivatives: Overview and Hedge-Based Pricing.
