Springer Finance - Credit Risk Valuation
Latest Publications

TOTAL DOCUMENTS

7

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By Springer Berlin Heidelberg

9783642087332, 9783662064252

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Credit Risk Models

Springer Finance - Credit Risk Valuation ◽

10.1007/978-3-662-06425-2_3 ◽

2001 ◽

pp. 47-75 ◽

Author(s):

Manuel Ammann

Keyword(s):

Credit Risk ◽

Download Full-text

Introduction

Springer Finance - Credit Risk Valuation ◽

10.1007/978-3-662-06425-2_1 ◽

2001 ◽

pp. 1-11

Author(s):

Manuel Ammann

Download Full-text

A Firm Value Pricing Model for Derivatives with Counterparty Default Risk

Springer Finance - Credit Risk Valuation ◽

10.1007/978-3-662-06425-2_4 ◽

2001 ◽

pp. 77-140

Author(s):

Manuel Ammann

Keyword(s):

Default Risk ◽

Pricing Model ◽

Download Full-text

Pricing Credit Derivatives

Springer Finance - Credit Risk Valuation ◽

10.1007/978-3-662-06425-2_6 ◽

2001 ◽

pp. 175-216

Author(s):

Manuel Ammann

Keyword(s):

Credit Derivatives

Download Full-text

A Hybrid Pricing Model for Contingent Claims with Credit Risk

Springer Finance - Credit Risk Valuation ◽

10.1007/978-3-662-06425-2_5 ◽

2001 ◽

pp. 141-174

Author(s):

Manuel Ammann

Keyword(s):

Credit Risk ◽

Contingent Claims ◽

Download Full-text

Conclusion

Springer Finance - Credit Risk Valuation ◽

10.1007/978-3-662-06425-2_7 ◽

2001 ◽

pp. 217-221

Author(s):

Manuel Ammann

Download Full-text

Contingent Claim Valuation

Springer Finance - Credit Risk Valuation ◽

10.1007/978-3-662-06425-2_2 ◽

2001 ◽

pp. 13-45

Author(s):

Manuel Ammann

Keyword(s):

Contingent Claim ◽

Contingent Claim Valuation

Download Full-text