Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Credit Risk Pricing Models: Theory And PracticeISBN13:9783540404668ISBN10:354040466XAuthor:Schmid, Bernd (Author)Description:This New Edition Is A Greatly Extended And Updated Version Of My Earlier Monograph Pricing Credit Linked Financial Instruments (Schmid 2002) Whereas The First Edition Concentrated On The Re- Search Which I Had Done In The Context Of My Phd Thesis, This Second Edition Covers All Important Credit Risk Models And Gives A General Overview Of The Subject I Put A Lot Of Effort In Explaining Credit Risk Factors And Show The Latest Results In Default Probability And Recovery Rate Modeling There Is A Special Emphasis On Correlation Issues As Well The Broad Range Of Financial Instruments I Consider Covers Not Only Defaultable Bonds, Defaultable Swaps And Single Counterparty Credit Derivatives But Is Further Extended By Multi Counterparty In- Struments Like Index Swaps, Basket Default Swaps And Collateralized Debt Obligations I Am Grateful To Springer-Verlag For The Great Support In The Realiza- Tion Of This Project And Want To Thank The Readers Of The First Edition For Their Overwhelming Feedback Last But Not Least I Want To Thank Uli G Ser For Ongoing Patience, En- Couragement, And Support, My Family And Especially My Sister Wendy For Being There At All Times Bemdschmid Stuttgart, November 2003 Cpntents 1 Introduction 1 1 1 Motivation 1 1 2 Objectives, Structure, And S: Ummary 5 2 Modeling Credit Risk Factors 13 2 1 Introduction 13 2 2 Definition And Elements Of Credit Risk 13 2 3 Modeling Transition And Default Probabilities 14 2 3 1 The Historical Method 15 Binding:Hardcover, HardcoverPublisher:SPRINGER NATUREPublication Date:2004-01-21Weight:1.56 lbsDimensions:1.1'' H x 9.42'' L x 6.48'' WNumber of Pages:383Language:English
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Book Title: Credit Risk Pricing Models: Theory And Practice
Item Length: 9.3in
Item Width: 6.1in
Author: Bernd Schmid
Publication Name: Credit Risk Pricing Models : Theory and Practice
Format: Hardcover
Language: English
Features: Revised
Publisher: Springer Berlin / Heidelberg
Publication Year: 2004
Series: Springer Finance Ser.
Type: Textbook
Item Weight: 56.8 Oz
Number of Pages: Xi, 383 Pages
