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Quantitative Methods in Derivatives Pricing

By: Domingo Tavella (Author)

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Ksh 21,950.00

Format: Hardback or Cased Book

ISBN-13: 9780471394471

Publisher: John Wiley & Sons Inc

Publication Date: May 16th, 2002

Weight: 553 grams

Dimension: 23.80 x 16.10 x 2.60 cms

Category: Investment & securities

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This book provides readers with the theories and methodologies of credit risk and pricing of credit derivatives. Credit Derivativesalso includes detailed, practical implementations of these theories and methodologies to increase practitioners' knowledge of credit risk assessment and credit derivative pricing.

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