Newsletter   Secure Checkout   Shopping Cart (0 Items)  
Search:    Welcome Guest! Save up to 30-40% on most items with our awesome everyday discounts!

Credit Risk Pricing Models: Theory and Practice (Springer Finance) [Hardcover]

Our Price $ 224.66  
Retail Value $ 239.00  
You Save $ 14.34  
Item Number 231070  
Buy New $224.66
Available on the Internet only.

Item description for Credit Risk Pricing Models: Theory and Practice (Springer Finance) by Bernd Schmid...

The markets dealing with financial products related to credit risk have been booming over the last years. This has encouraged practitioners and academics at the same time to consider and develop sophisticated models for credit risk pricing. This book gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. Therefore, questions like the choice of an appropriate model, suitable parameter estimation and calibration techniques as well as back-testing issues are addressed. The book covers a broad range of financial instruments such as all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations. In addition, there is a special emphasis on the discussion of data issues like the estimation of consistent transition matrices or the modelling of recovery rates. A lot of market data and latest credit market information completes the book. This volumewill be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics to get a comprehensive overview of the most important credit risk modelling issues.

Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at!

Item Specifications...

Pages   383
Est. Packaging Dimensions:   Length: 1" Width: 6.25" Height: 9.25"
Weight:   1.55 lbs.
Binding  Hardcover
Release Date   Mar 5, 2004
Publisher   Springer
ISBN  354040466X  
ISBN13  9783540404668  

Availability  117 units.
Availability accurate as of Oct 22, 2016 01:53.
Usually ships within one to two business days from La Vergne, TN.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.

More About Bernd Schmid

Register your artisan biography and upload your photo! Bernd Schmid was born in 1970.

Are You The Artisan or Author behind this product?
Improve our customers experience by registering for an Artisan Biography Center Homepage.

Product Categories

1Books > Subjects > Business & Investing > Economics > General
2Books > Subjects > Business & Investing > Finance
3Books > Subjects > Business & Investing > General
4Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General

Reviews - What do customers think about Credit Risk Pricing Models: Theory and Practice (Springer Finance)?

Great Overview of Models but a Little Too Academic  Jun 6, 2002
This book is an excellent read and should be required reading for any credit trader or risk manager - buy- or sell-side.
The model that is proposed is general enough to be practical but academically rigorous enough to garner respect.
The actual application of the model is a little limited and I lokk forward to further research by the author.
All-in-all - a well structured tour of current models and application of an innovative generalisation of a number of frameworks.

Write your own review about Credit Risk Pricing Models: Theory and Practice (Springer Finance)

Ask A Question or Provide Feedback regarding Credit Risk Pricing Models: Theory and Practice (Springer Finance)

Item Feedback and Product Questions
For immediate assistance call 888.395.0572 during the hours of 10am thru 8pm EST Monday thru Friday and a customer care representative will be happy to help you!

Help us continuously improve our service by reporting your feedback or questions below:

I have a question regarding this product
The information above is incorrect or conflicting
The page has misspellings or incorrect grammar
The page did not load correctly in my browser or created an error.

Email Address:
Anti Spam Question. To combat spammers we require that you answer a simple question.
What color is the sky?
Leave This Blank :
Do Not Change This Text :

Add This Product Widget To Your Website

Looking to add this information to your own website? Then use our Product Widget to allow you to display product information in a frame that is 120 pixels wide by 240 pixels high.

    Copy and paste the following HTML into your website and enjoy!

Order toll-free weekdays 10am thru 10pm EST by phone: 1-888-395-0572 (Lines are closed on holidays & weekends.)
Customer Service | My Account | Track My Orders | Return Policy | Request Free Catalog | Email Newsletter

Gift Certificates
RSS Feeds
About Us
Contact Us
Terms Of Use
Privacy Policy