Pricing derivative credit risk / Manuel Ammann.
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| 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: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/3965591 |
MARC
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| 100 | 1 | |a Ammann, Manuel, |d 1970- |0 http://id.loc.gov/authorities/names/n99019006 |1 http://viaf.org/viaf/15611375 | |
| 245 | 1 | 0 | |a Pricing derivative credit risk / |b Manuel Ammann. |
| 260 | |a Berlin ; |a New York : |b Springer, |c c1999. | ||
| 300 | |a xii, 228 p. : |b ill. ; |c 24 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
| 338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
| 490 | 1 | |a Lecture notes in economics and mathematical systems, |x 0075-8442 ; |v 470 | |
| 504 | |a Includes bibliographical references (p. [211]-219) and index. | ||
| 505 | 0 | 0 | |g 1. |t Introduction -- |g 2. |t Contingent Claim Valuation -- |g 3. |t Review of Credit Risk Models -- |g 4. |t Firm Value Model -- |g 5. |t Hybrid Model -- |g 6. |t Credit Derivatives -- |g 7. |t Conclusion -- |g A. |t Proofs -- |g B. |t Stochastic Utilities. |
| 650 | 0 | |a Derivative securities |x Prices |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh2009123217 | |
| 650 | 0 | |a Credit |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh2009122265 | |
| 650 | 0 | |a Risk |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh2008110813 | |
| 650 | 7 | |a Credit |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst00882543 | |
| 650 | 7 | |a Derivative securities |x Prices |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst00891028 | |
| 650 | 7 | |a Risk |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst01098126 | |
| 830 | 0 | |a Lecture notes in economics and mathematical systems |v 470. |0 http://id.loc.gov/authorities/names/n42015164 | |
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| 928 | |t Library of Congress classification |a HB195.L4911 no.470 |l ASR |c ASR-JRLASR |i 3931947 | ||
| 927 | |t Library of Congress classification |a HB195.L4911 no.470 |l ASR |c ASR-JRLASR |g Analytic |b A51852241 |i 6426091 | ||