We can't find the internet
Attempting to reconnect
Something went wrong!
Hang in there while we get back on track
£105.83
Springer Credit Risk Valuation: Methods, Models, and Applications
Price data last checked 9 day(s) ago - will refresh soon
Price History & Forecast
Last 82 days • 82 data points (No recent data available)
Price Distribution
Price distribution over 82 days • 4 price levels
Price Analysis
Most common price: £109 (36 days, 43.9%)
Price range: £106 - £114
Price levels: 4 different prices over 82 days
Description
Key Features
Provides a detailed overview of current methods used for the valuation of credit risk in modern finance.
Explains how to use contingent claims analysis to attempt to put a specific price on credit risk.
Examines the relationship between riskier bond issues and the higher yields required to attract investors.
Discusses various applications of credit risk models specifically within the context of derivatives.
Offers insights into the undiversifiable parts of risk that require compensation in financial transactions.
Product Specifications
- Brand
- Springer
- Format
- paperback
- ASIN
- 3642087337
- Domain
- Amazon UK
- Release Date
- 15 December 2010
- Listed Since
- 05 September 2010
Barcode
No barcode data available
Similar Products You Might Like
Credit Risk: Modeling, Valuation and Hedging (Springer Finance)
Springer
Credit Risk Pricing Models: Theory and Practice (Springer Finance)
Springer
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Springer
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Springer
Credit Risk Management: Pricing, Measurement, and Modeling
Springer
Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Springer
CreditRisk+ in the Banking Industry (Springer Finance)
Springer
Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Springer
Understanding Credit Derivatives and Related Instruments
Academic Press
Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details (Contributions to Finance and Accounting)
Springer
Credit Risk Modeling – Theory and Applications (Princeton Series in Finance)
Princeton University Press
Credit Risk – Pricing, Measurement, and Management (Princeton Series in Finance)
Princeton University Press
Counterparty Credit Risk
Risk Books
Credit Derivatives: Trading, Investing, and Risk Management (The Wiley Finance Series)
Wiley
Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market
World Scientific Publishing Company
Credit: The Complete Guide to Pricing, Hedging and Risk Management
Risk Books
Credit Derivatives: Application, Pricing, and Risk Management
Wiley-Blackwell
Mathematical Models of Financial Derivatives (Springer Finance)
Springer
Analytical Techniques in the Assessment of Credit Risk: An Overview of Methodologies and Applications (EURO Advanced Tutorials on Operational Research)
Springer
Butterworth-Heinemann - An Introduction to Credit Derivatives
Butterworth-Heinemann
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
Springer
Counterparty Risk Management - Measurement, Pricing and Regulation
Risk Books