Credit Risk Av Marek (Agh University Of Science And Technology Krakow) Capinski, Tomasz (University Of York) Zastawniak

This comprehensive and accessible introduction to modelling credit risk is tailored for master's students. It focuses on the two mainstream approaches, structural models and reduced form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with financial intuition, it features detailed worke......

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Produktinformasjon

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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Spesifikasjon

Spesifikasjoner

Språk	Engelsk
Sjanger	Naturvitenskap og teknologi

Generelt

Sett	Nei
Typ	Papirbøker

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