Titlebook: Credit Risk Valuation; Methods, Models, and Manuel Ammann Book 2001Latest edition Springer-Verlag Berlin Heidelberg 2001 Bewertung.Counterp

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Credit Risk Valuation978-3-662-06425-2Series ISSN 1616-0533 Series E-ISSN 2195-0687

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re subject to counterparty default risk are sometimes called . derivative securities. The credit risk model we propose is based on the stochastic evolution of the value of the firm’s assets and liabilities.

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Contingent Claim Valuation,This chapter develops general contingent claim pricing concepts fundamental to the subjects treated in subsequent chapters.

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https://doi.org/10.1007/978-3-662-06425-2Bewertung; Counterparty Risk; Credit Derivatives; Credit Risk; Derivative; Derivatives; Insolvenzrisiko; Kr

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