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Credit Derivatives Pricing Models: Models, Pricing and Implementation

Credit Derivatives Pricing Models: Models, Pricing and Implementation

          
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About the Book

Der Markt für Kreditderivate boomt und dehnt sich erstmals auch auf den Bankensektor aus, wo man bislang nur wenig mit quantitativen Modellen zu tun hatte.

"Credit Derivatives Pricing Models" ist das erste Buch auf dem Markt, das einen topaktuellen und umfassenden Überblick über die neuesten Preisbildungsmodelle bei Kreditderivaten gibt.

Mit einer Fülle von Beispielen, die sich auf Probleme bei der Preisbildung in der Praxis beziehen.

Verständlich und nachvollziehbar geschrieben.

Praxis- und anwendungsorientiert: Die hier beschriebenen Anwendungen basieren auf Preisbildungsproblemen, wie sie in der täglichen Praxis vorkommen.

"Credit Derivatives Pricing Models" konzentriert sich vornehmlich auf die Kreditrisikomodellierung im Zusammenhang mit der Preisbildung bei Kreditderivaten. Deshalb bietet sich dieser Band auch hervorragend als Ergänzungsliteratur an zu Titeln, die die Anwendungsbereiche von Kreditderivaten behandeln.


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Product Details
  • ISBN-13: 9780470842911
  • Publisher: John Wiley and Sons Ltd
  • Binding: Hardback
  • Height: 250 mm
  • No of Pages: 400
  • Series Title: Wiley Finance
  • Sub Title: Models, Pricing and Implementation
  • Width: 176 mm
  • ISBN-10: 0470842911
  • Publisher Date: 16 May 2003
  • Depth: 28
  • Language: English
  • Returnable: Y
  • Spine Width: 28 mm
  • Weight: 913 gr


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