
Credit Derivatives Pricing Models
models, pricing and implementation
$291.70
- Hardcover
400 pages
- Release Date
16 May 2003
Summary
Mastering Credit Derivatives: A Practical Guide to Pricing Models
The credit derivatives market is experiencing rapid growth, extending its reach into the banking sector and requiring professionals to grapple with quantitative modeling. Credit Derivatives Pricing Models delivers a comprehensive exploration of contemporary credit risk modeling techniques applied to pricing credit derivatives.
This book uniquely focuses on pricing, complementing other resources on the…
Book Details
ISBN-13: | 9780470842911 |
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ISBN-10: | 0470842911 |
Series: | The Wiley Finance Series |
Author: | Philipp J. Schönbucher |
Publisher: | John Wiley & Sons Inc |
Imprint: | John Wiley & Sons Inc |
Format: | Hardcover |
Number of Pages: | 400 |
Edition: | 1st |
Release Date: | 16 May 2003 |
Weight: | 879g |
Dimensions: | 254mm x 177mm x 29mm |
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About The Author
Philipp J. Schönbucher
PHILIPP J. SCHÖNBUCHER is Assistant Professor for Risk Management in the Mathematics Department at ETH Zurich. He has been an active researcher in the areas of credit risk modelling and credit derivatives pricing for the past seven years. His contributions include models for the term structure of credit spreads and the dynamic copula-approach for portfolio credit risk. Through his activities in training and consulting on credit derivatives he has gained valuable insights into the usability, strengths and weaknesses of the different credit derivatives pricing models in a practical context.
Dr. Schönbucher holds a M.Sc. in mathematics from Oxford University, and diploma and a Ph.D in economics from Bonn University.
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