Credit Risk Valuation: Methods, Models, and Applications (Springer Finance)

3 avg rating
( 1 ratings by Goodreads )
 
9783642087332: Credit Risk Valuation: Methods, Models, and Applications (Springer Finance)
View all copies of this ISBN edition:
 
 

This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivative securities with credit risk. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives.

"synopsis" may belong to another edition of this title.

Buy New View Book
List Price: US$ 209.00
US$ 174.06

Convert currency

Shipping: US$ 5.02
From United Kingdom to U.S.A.

Destination, rates & speeds

Add to Basket

Other Popular Editions of the Same Title

9783540678052: Credit Risk Valuation

Featured Edition

ISBN 10:  3540678050 ISBN 13:  9783540678052
Publisher: Springer, 2002
Hardcover

9783540657538: Pricing Derivative Credit Risk (Lecture Notes in Economics and Mathematical Systems)

Springer, 1999
Softcover

Top Search Results from the AbeBooks Marketplace

1.

Ammann, Manuel
Published by Springer (2016)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Springer, 2016. Paperback. Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Seller Inventory # ria9783642087332_lsuk

More information about this seller | Contact this seller

Buy New
US$ 174.06
Convert currency

Add to Basket

Shipping: US$ 5.02
From United Kingdom to U.S.A.
Destination, rates & speeds

2.

Ammann, Manuel
Published by Springer (2010)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Paperback Quantity Available: 10
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Springer, 2010. Paperback. Condition: New. Seller Inventory # INGM9783642087332

More information about this seller | Contact this seller

Buy New
US$ 194.34
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

3.

MANUEL AMMANN
Published by Springer (2010)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Paperback Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Springer, 2010. Paperback. Condition: NEW. 9783642087332 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE0350468

More information about this seller | Contact this seller

Buy New
US$ 190.96
Convert currency

Add to Basket

Shipping: US$ 10.37
From United Kingdom to U.S.A.
Destination, rates & speeds

4.

Manuel Ammann
Published by Springer (2010)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Softcover Quantity Available: 15
Print on Demand
Seller:
Rating
[?]

Book Description Springer, 2010. Condition: New. This item is printed on demand for shipment within 3 working days. Seller Inventory # LP9783642087332

More information about this seller | Contact this seller

Buy New
US$ 206.98
Convert currency

Add to Basket

Shipping: US$ 3.43
From Germany to U.S.A.
Destination, rates & speeds

5.

Manuel Ammann
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG (2010)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 2010. PAP. Condition: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # LQ-9783642087332

More information about this seller | Contact this seller

Buy New
US$ 199.18
Convert currency

Add to Basket

Shipping: US$ 11.67
From United Kingdom to U.S.A.
Destination, rates & speeds

6.

Manuel Ammann
Published by Springer (2010)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Springer, 2010. PAP. Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9783642087332

More information about this seller | Contact this seller

Buy New
US$ 228.21
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

7.

Manuel Ammann
Published by Springer (2010)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Softcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Springer, 2010. Condition: New. book. Seller Inventory # M3642087337

More information about this seller | Contact this seller

Buy New
US$ 249.81
Convert currency

Add to Basket

Shipping: US$ 3.27
Within U.S.A.
Destination, rates & speeds

8.

Manuel Ammann
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. K
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Paperback Quantity Available: > 20
Seller:
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Rating
[?]

Book Description Springer-Verlag Berlin and Heidelberg GmbH & Co. K. Paperback. Condition: New. 255 pages. Dimensions: 9.0in. x 6.0in. x 0.8in.This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivative securities with credit risk. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Seller Inventory # 9783642087332

More information about this seller | Contact this seller

Buy New
US$ 278.96
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

9.

Manuel Ammann
Published by Springer-Verlag Berlin and Heidelberg GmbH Co. KG, Germany (2010)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository EURO
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag Berlin and Heidelberg GmbH Co. KG, Germany, 2010. Paperback. Condition: New. Language: English . Brand New Book ***** Print on Demand *****.This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivative securities with credit risk. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives. Softcover reprint of hardcover 2nd ed. 2001. Seller Inventory # AAV9783642087332

More information about this seller | Contact this seller

Buy New
US$ 292.51
Convert currency

Add to Basket

Shipping: US$ 3.89
From United Kingdom to U.S.A.
Destination, rates & speeds

10.

Manuel Ammann
Published by Springer (2010)
ISBN 10: 3642087337 ISBN 13: 9783642087332
New Paperback Quantity Available: 1
Seller:
Books Express
(Portsmouth, NH, U.S.A.)
Rating
[?]

Book Description Springer, 2010. Paperback. Condition: New. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. Buy with confidence, excellent customer service!. Seller Inventory # 3642087337n

More information about this seller | Contact this seller

Buy New
US$ 396.29
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds