Credit derivatives pricing models : | models, pricing, and implementation / | Philipp J. Schönbucher.

Schönbucher, Philipp J.

Credit derivatives pricing models : models, pricing, and implementation / Philipp J. Schönbucher. - Chichester : Wiley, 2003. - xxi, 375 p. : ill. ; 25 cm. - Wiley finance. . - Wiley finance series. .

Includes bibliographical references (p. [361]-368) and index.

0470842911


Credit derivatives--Prices
Credit derivatives.

HG6024.A3 / S367 2003
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