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Credit Derivatives Pricing Models: Models, Pricing... - Sch?nbucher, Philipp J.

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    Item specifics

    Condition
    Good: A book that has been read, but is in good condition. Minimal damage to the book cover eg. ...
    Book Title
    Credit Derivatives Pricing Models: Models, Pricing and Implementa
    Genre
    BUSINESS & ECONOMICS
    ISBN
    9780470842911
    Publication Name
    Credit Derivatives Pricing Models: Models, Pricing and Implementation
    Publisher
    John Wiley & Sons INC International Concepts
    Subject
    Finance
    Publication Year
    2003
    Series
    The Wiley Finance Series
    Type
    Textbook
    Format
    Hardcover
    Language
    English
    Item Height
    252 mm
    Author
    Philipp J. Schoenbucher
    Item Weight
    770 g
    Item Width
    169 mm
    Number of Pages
    396 Pages

    About this product

    Product Information

    The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue. Dr. Philipp J. Schoenbucher is a professor at the Swiss Federal Institute of Technology (ETH), Zurich, and has degrees in mathematics from Oxford University and a PhD in economics from Bonn University. He has taught various training courses organized by ICM and CIFT, and lectured at risk conferences for practitioners on credit derivatives pricing, credit risk modeling, and implementation.

    Product Identifiers

    Publisher
    John Wiley & Sons INC International Concepts
    ISBN-13
    9780470842911
    eBay Product ID (ePID)
    86756417

    Product Key Features

    Number of Pages
    396 Pages
    Language
    English
    Publication Name
    Credit Derivatives Pricing Models: Models, Pricing and Implementation
    Publication Year
    2003
    Subject
    Finance
    Type
    Textbook
    Author
    Philipp J. Schoenbucher
    Series
    The Wiley Finance Series
    Format
    Hardcover

    Dimensions

    Item Height
    252 mm
    Item Weight
    770 g
    Item Width
    169 mm

    Additional Product Features

    Country/Region of Manufacture
    United States
    Title_Author
    Philipp J. Schoenbucher

    Item description from the seller

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