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Credit Risk

Language EnglishEnglish
E-book Adobe ePub DRM
E-book Credit Risk Marek Capinski
Libristo code: 40006049
Publishers Cambridge University Press, November 2016
Modelling credit risk accurately is central to the practice of mathematical finance. The majority of... Full description
? points 130 b
53.46 €
In stock Immediate digital delivery

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Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for PhD students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course intended for master's students, final-year undergraduates, and practitioners. The book focuses on the two mainstream modelling approaches to credit risk, namely structural models and reduced-form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition.

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About the book

Full name Credit Risk
Author Marek Capinski, Tomasz Zastawniak
Language English
Binding E-book - Adobe ePub DRM
Date of issue 2016
EAN 9781316861578
Libristo code 40006049
Publishers Cambridge University Press

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Credit & credit institutions
Mathematics & Science > Mathematics > Applied mathematics
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