Hostname: page-component-cd9895bd7-dk4vv Total loading time: 0 Render date: 2024-12-27T13:55:56.656Z Has data issue: false hasContentIssue false
  • English
  • Français

Chapman & Hall/CRC Financial Mathematics Series - Christian Bluhm, Ludger Overbeck and Christoph Wagner, An Introduction To Credit Risk Modelling, Chapman & Hall/CRC Financial Mathematics Series, 2010, 364pp. (hardback), £49.99 ($79.95). ISBN: 9781584889922

Published online by Cambridge University Press:  29 June 2011

Tafadzwa Gwanoya
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Reviews
Information
Annals of Actuarial Science , Volume 5 , Issue 2 , September 2011 , pp. 293 - 296
Copyright
Copyright © Institute and Faculty of Actuaries 2011

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Black, F., Scholes, M. (1973). The Pricing Of Options And Corporate Liabilities. Journal Of Political Economy, 81, 637–654.CrossRefGoogle Scholar
Merton, R. (1974). On The Pricing Of Corporate Debt: The Risk Structure Of Interest Rates. The Journal Of Finance, 29, 449–470.Google Scholar