Pricing derivative credit risk

zbMath0971.91026MaRDI QIDQ1294780

Manuel Ammann

Publication date: 12 August 1999

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

credit riskcredit derivativesdefault riskpricing models

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

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