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Credit Risk

av Marek (AGH University of Science and Technology Capinski

del av Mastering Mathematical Finance-serien

Credit Risk av Marek (AGH University of Science and Technology Capinski
Om Credit Risk

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 worked examples and exercises.

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  • Språk:
  • Engelska
  • ISBN:
  • 9780521175753
  • Format:
  • Häftad
  • Sidor:
  • 201
  • Utgiven:
  • 14. november 2016
  • Mått:
  • 153x228x10 mm.
  • Vikt:
  • 340 g.
  I lager
Leveranstid: 4-7 vardagar
Förväntad leverans: 2. maj 2025

Om Marek (AGH University of Science and Technology Capinski

Se alla böcker av Marek (AGH University of Science and Technology Capinski

Beskrivning av Credit Risk

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 worked examples and exercises.

Användarnas betyg av Credit Risk



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