Pricing derivative credit risk / Manuel Ammann.

Pricing derivative credit risk / Manuel Ammann.

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Bibliographic Details
Author / Creator:	Ammann, Manuel, 1970-
Imprint:	Berlin ; New York : Springer, c1999.
Description:	xii, 228 p. : ill. ; 24 cm.
Language:	English
Series:	Lecture notes in economics and mathematical systems, 0075-8442 ; 470 Lecture notes in economics and mathematical systems 470.
Subject:	Derivative securities -- Prices -- Mathematical models. Credit -- Mathematical models. Risk -- Mathematical models. Credit -- Mathematical models. Derivative securities -- Prices -- Mathematical models. Risk -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/3965591

Hidden Bibliographic Details
ISBN:	3540657533 (softcover)
Notes:	Includes bibliographical references (p. [211]-219) and index.

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Call Number:	HB195.L4911 no.470
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