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Credit Derivatives Pricing Models: Models, Pricing and Implementation

by Philipp J. Schönbucher
Credit Derivatives Pricing Models: Models, Pricing and Implementation - Thryft
Credit Derivatives Pricing Models: Models, Pricing and Implementation - Thryft

Comprehensive guide to credit derivatives modeling.

For finance professionals diving into the deep end of credit derivatives, this book is like having an expert guide by your side. Philipp J. Schönbucher brings clarity to complex pricing models with practical examples, making the murky waters of quantitative credit risk modeling navigable. It's ideal if you're looking to gain a strong grounding in the latest financial tools in use, as well as for those implementing these models in the real world.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

Credit Derivatives Pricing Models: Models, Pricing and Implementation

by Philipp J. Schönbucher
Condition guide

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This book may contain very minor cosmetic defects, but it is in pristine condition. There should be no yellowing, no foxing, no water damage, and no annotations of any kind on the cover and the pages. For paperbacks, there should not be any crease marks on the spine. This book is good as new — lucky you!

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Books in Well Read Condition

This is a well-read book, which means that the previous owner probably really enjoyed it! The cover and pages may include moderate foxing and annotations, but the text is not obscured and still readable. Moderate cosmetic defects and minor water damage may be present on the edges of the book. For paperbacks, there may be multiple crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

 

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ISBN: 9780470842911
Authors: Philipp J. Schönbucher
Publisher: Wiley
Date of Publication: 2003-06-13
Format: Hardcover
Related Collections: Business, Economics, Finance
Related Topics: Finance, Technology, Finance, Money
Goodreads rating: 4.2
(rated by 5 readers)

Description

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue.Dr. Philipp J. Schönbucher is a professor at the Swiss Federal Institute of Technology (ETH), Zurich, and has degrees in mathematics from Oxford University and a PhD in economics from Bonn University. He has taught various training courses organized by ICM and CIFT, and lectured at risk conferences for practitioners on credit derivatives pricing, credit risk modeling, and implementation.
 

Comprehensive guide to credit derivatives modeling.

For finance professionals diving into the deep end of credit derivatives, this book is like having an expert guide by your side. Philipp J. Schönbucher brings clarity to complex pricing models with practical examples, making the murky waters of quantitative credit risk modeling navigable. It's ideal if you're looking to gain a strong grounding in the latest financial tools in use, as well as for those implementing these models in the real world.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.