Credit Risk Paperback / softback
by Marek (AGH University of Science and Technology, Krakow) Capinski, Tomasz (University of York) Zastawniak
Part of the Mastering Mathematical Finance series
Paperback / softback
Description
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.
Information
-
Only a few left - usually despatched within 24 hours
- Format:Paperback / softback
- Pages:201 pages, 6 Line drawings, black and white
- Publisher:Cambridge University Press
- Publication Date:14/11/2016
- Category:
- ISBN:9780521175753
Information
-
Only a few left - usually despatched within 24 hours
- Format:Paperback / softback
- Pages:201 pages, 6 Line drawings, black and white
- Publisher:Cambridge University Press
- Publication Date:14/11/2016
- Category:
- ISBN:9780521175753
