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