Credit derivatives pricing models : models, pricing and implementation / Philipp J. Schönbucher.

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...

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Bibliographic Details

Online Access:	Full Text (via EBSCO)
Main Author:	Schönbucher, Philipp J.
Format:	eBook
Language:	English
Published:	Chichester : Wiley, 2003.
Series:	Wiley finance series.
Subjects:	Credit derivatives. Credit derivatives > Prices.