책 이미지
책 정보
· 제목 : Credit Derivatives Pricing Models: Models, Pricing and Implementation (Hardcover)
· 분류 : 외국도서 > 경제경영 > 기업재정 > 일반
· ISBN : 9780470842911
· 쪽수 : 384쪽
· 분류 : 외국도서 > 경제경영 > 기업재정 > 일반
· ISBN : 9780470842911
· 쪽수 : 384쪽
목차
Preface.
Acknowledgements.
Abbreviations.
Notation.
1. Introduction.
2. Credit Derivatives: Overview and Hedge-Based Pricing.
3. Credit Spreads and Bond Price-Based Pricing.
4. Mathematical Background.
5. Advanced Credit Spread Models.
6. Recovery Modelling.
7. Implementation of Intensity-Based Models.
8. Credit Rating Models.
9. Firm Value and Share Price-Based Models.
10. Models for Default Correlation.
Bibliography.
Index.
