Credit derivatives pricing models: models, pricing and implementation
Auteur :
Schönbucher, Philipp J.
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470842911
Date de publication :
16 mai 2003
Dimensions :
25,4 x 17,7 x 2,9 cm
Poids :
879 g
Langue :
Anglais
Pays d'origine :
USA
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.