The second edition of
Credit Derivatives Pricing Models provides an updated, extremely comprehensive overview of the most current areas in credit risk modelling as applied to the pricing of credit derivatives. This is still one of the only books to focus uniquely on pricing. Based on proven techniques that have been tested time and again and revised for this edition, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with new examples that are applied to real-world pricing problems, this book paves a clear path for a better understanding of this complex issue.