Ong, Michael (Editor),

The Journal of Credit Risk, Volume 1, Number 1: Winter 2004/2005,

London, Incisive Media, 2004, gr.8°, 148 S., Text: englisch, original Kartonage (Paperback), schönes, sauberes Exemplar (hhreg) (Nr. 27322AB)

Contains: John Hull, Izzy Nelken and Alan White: Merton’s Model, Credit Risk, and Volatility Skews / Leif Anderson and Jakob Sidenius: Extensions to the Gaussian Copula -Random Recovery and Random Factor Loadings / David Lando and Allan Mortensen: On the Pricing of Step-Up Bonds in the European Telecom Sector u.a.