£134.24

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£134 today · cheaper than every other day in the last 3 months

Springer Credit Risk Pricing Models: Theory and Practice - Springer Finance

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Price History & Forecast

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Last 75 days · 75 data points (no recent data)

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£138.31 £133.83 £134.81 £135.79 £136.76 £137.74 £138.72 24 July 2026 11 August 2026 30 August 2026 17 September 2026 06 October 2026
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Price Distribution

Price distribution over 75 days • 3 price levels

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Current Price
11 days · current 22 days 42 days 0 11 21 32 42 £134 £137 £138 Days at Price

Price Analysis

Most common price: £138 (42 days, 56.0%)

Price range: £134 - £138

Price levels: 3 different prices over 75 days

Description

Credit Risk Pricing Models: Theory and Practice is a comprehensive second edition that expands on foundational research in credit risk assessment and pricing. This Springer Finance publication covers all important credit risk models and provides a thorough overview of the subject, with particular focus on credit risk factors, default probability modelling, recovery rate modelling, and correlation issues. The book examines a broad range of financial instruments and delivers the latest results in credit risk analysis, making it essential reading for finance professionals, risk managers, and academics seeking to understand and apply modern credit risk pricing techniques in real-world scenarios.

Key Features

Covers all important credit risk models with comprehensive explanations of credit risk factors and pricing methodologies.

Provides in-depth coverage of default probability and recovery rate modelling using the latest research findings.

Addresses correlation issues in credit risk assessment, a critical consideration for portfolio management.

Examines a broad range of financial instruments and their credit risk pricing applications.

Represents a greatly extended and updated edition that builds on earlier research and industry developments.

Part of Springer's Finance series, offering academic rigour and practical relevance for professionals.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
21 January 2004
Listed Since
01 February 2007

Barcode

No barcode data available

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