Lecture Notes in Economics and Mathematical Systems - Pricing Derivative Credit Risk
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Published By Springer Berlin Heidelberg

9783540657538, 9783662223307

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Conclusion

Lecture Notes in Economics and Mathematical Systems - Pricing Derivative Credit Risk ◽

10.1007/978-3-662-22330-7_7 ◽

1999 ◽

pp. 165-168

Author(s):

Manuel Ammann

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Review of Credit Risk Models

Lecture Notes in Economics and Mathematical Systems - Pricing Derivative Credit Risk ◽

10.1007/978-3-662-22330-7_3 ◽

1999 ◽

pp. 47-74 ◽

Cited By ~ 1

Author(s):

Manuel Ammann

Keyword(s):

Credit Risk ◽

Risk Models

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Contingent Claim Valuation

Lecture Notes in Economics and Mathematical Systems - Pricing Derivative Credit Risk ◽

10.1007/978-3-662-22330-7_2 ◽

1999 ◽

pp. 13-45

Author(s):

Manuel Ammann

Keyword(s):

Contingent Claim ◽

Contingent Claim Valuation

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A Compound Pricing Approach for Credit Derivatives

Lecture Notes in Economics and Mathematical Systems - Pricing Derivative Credit Risk ◽

10.1007/978-3-662-22330-7_6 ◽

1999 ◽

pp. 147-164

Author(s):

Manuel Ammann

Keyword(s):

Credit Derivatives

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A Hybrid Pricing Model for Contingent Claims with Credit Risk

Lecture Notes in Economics and Mathematical Systems - Pricing Derivative Credit Risk ◽

10.1007/978-3-662-22330-7_5 ◽

1999 ◽

pp. 113-146

Author(s):

Manuel Ammann

Keyword(s):

Credit Risk ◽

Contingent Claims ◽

Pricing Model

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A Firm Value Pricing Model for Derivatives with Counterparty Default Risk

Lecture Notes in Economics and Mathematical Systems - Pricing Derivative Credit Risk ◽

10.1007/978-3-662-22330-7_4 ◽

1999 ◽

pp. 75-112

Author(s):

Manuel Ammann

Keyword(s):

Firm Value ◽

Default Risk ◽

Pricing Model ◽

Value Pricing

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Introduction

Lecture Notes in Economics and Mathematical Systems - Pricing Derivative Credit Risk ◽

10.1007/978-3-662-22330-7_1 ◽

1999 ◽

pp. 1-11

Author(s):

Manuel Ammann

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