Jak nakupovat
Doručení
Nákupní rádce
Credit Risk Valuation
Angličtina
467 b
30 dní na vrácení zboží
Mohlo by vás také zajímat
/
Brožovaná
986
Kč
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 derivative 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.
Informace o knize
Angličtina
Kategorie
