Pricing credit linked financial instruments : theory and empirical evidence /

Pricing credit linked financial instruments : theory and empirical evidence /

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Bibliographic Details
Author / Creator:	Schmid, Bernd.
Imprint:	Berlin ; New York : Springer, c2002.
Description:	x, 246 p. : ill. ; 24 cm.
Language:	English
Series:	Lecture notes in economics and mathematical systems, 0075-8450 ; 516 Lecture notes in economics and mathematical systems 516.
Subject:	Derivative securities -- Prices -- Mathematical models. Credit -- Mathematical models. Risk -- Mathematical models. Bonds -- Prices -- Mathematical models. Credit -- Management. Derivative securities -- Prices -- Mathematical models. Risk management.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/4608669

Hidden Bibliographic Details
ISBN:	3540431950 (pbk.)
Notes:	Based on the author's thesis--Universität, Frankfurt/Oder, 2001. Includes bibliographical references (p. [233]-242) and index.

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Call Number:	HB195.L4911 no.516
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