LIBROS DEL AUTOR: manuel ammann

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  • Credit Risk Valuation
    Manuel Ammann
    Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undiversifiable part of the risk taken. In bond markets, for example, riskier issues have to promise a higher yield to attract investors. But how much higher a yield? Using methods from contingent claims analysis, credit risk valuation mo...
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    47,95 €

  • Credit Risk Valuation
    Manuel Ammann
    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 implement...
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    206,60 €