Schonbucher, Philipp J.

Credit derivatives pricing models: Models, pricing and implementation / Philipp J. Schonbucher - West Sussex : John Wiley and sons, 2003 - xxi, 375 p.

0470842911


Credit risk
Credit risk modeling
Credit derivatives
Bond
Bond pricing
Credit spread- Model
Recovery modelling
Risk- Neutral probability
Credit rating-models
Share price model

332.645 / C7S2