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- catalog contributor b11359347.
- catalog created "c1999.".
- catalog date "1999".
- catalog date "c1999.".
- catalog dateCopyrighted "c1999.".
- catalog description "1. Introduction -- 2. Contingent Claim Valuation -- 3. Review of Credit Risk Models -- 4. Firm Value Model -- 5. Hybrid Model -- 6. Credit Derivatives -- 7. Conclusion -- A. Proofs -- B. Stochastic Utilities.".
- catalog description "Includes bibliographical references (p. [211]-219) and index.".
- catalog extent "xii, 228 p. :".
- catalog hasFormat "Pricing derivative credit risk.".
- catalog identifier "3540657533 (softcover)".
- catalog isFormatOf "Pricing derivative credit risk.".
- catalog isPartOf "Lecture notes in economics and mathematical systems, 0075-8442 ; 470".
- catalog issued "1999".
- catalog issued "c1999.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer,".
- catalog relation "Pricing derivative credit risk.".
- catalog subject "332.63/2 21".
- catalog subject "Credit Mathematical models.".
- catalog subject "Derivative securities Prices Mathematical models.".
- catalog subject "HG6024.A3 A465 1999".
- catalog subject "Risk Mathematical models.".
- catalog tableOfContents "1. Introduction -- 2. Contingent Claim Valuation -- 3. Review of Credit Risk Models -- 4. Firm Value Model -- 5. Hybrid Model -- 6. Credit Derivatives -- 7. Conclusion -- A. Proofs -- B. Stochastic Utilities.".
- catalog title "Pricing derivative credit risk / Manuel Ammann.".
- catalog type "text".