{"product_id":"credit-derivatives-pricing-models-9780470842911","title":"Credit Derivatives Pricing Models","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThe 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreface.  \u003cp\u003eAcknowledgements.\u003c\/p\u003e \u003cp\u003eAbbreviations.\u003c\/p\u003e \u003cp\u003eNotation.\u003c\/p\u003e \u003cp\u003e1. Introduction.\u003c\/p\u003e \u003cp\u003e2. Credit Derivatives: Overview and Hedge-Based Pricing.\u003c\/p\u003e \u003cp\u003e3. Credit Spreads and Bond Price-Based Pricing.\u003c\/p\u003e \u003cp\u003e4. Mathematical Background.\u003c\/p\u003e \u003cp\u003e5. Advanced Credit Spread Models.\u003c\/p\u003e \u003cp\u003e6. Recovery Modelling.\u003c\/p\u003e \u003cp\u003e7. Implementation of Intensity-Based Models.\u003c\/p\u003e \u003cp\u003e8. Credit Rating Models.\u003c\/p\u003e \u003cp\u003e9. Firm Value and Share Price-Based Models.\u003c\/p\u003e \u003cp\u003e10. Models for Default Correlation.\u003c\/p\u003e \u003cp\u003eBibliography.\u003c\/p\u003e \u003cp\u003eIndex.\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402432454999,"sku":"9780470842911","price":90.25,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470842911.jpg?v=1730480384","url":"https:\/\/bookcurl.com\/products\/credit-derivatives-pricing-models-9780470842911","provider":"Book Curl","version":"1.0","type":"link"}