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Credit Risk - Mastering Mathematical Finance Capinski, Marek (AGH University of Science and Technology, Krakow)
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Credit Risk - Mastering Mathematical Finance
Capinski, Marek (AGH University of Science and Technology, Krakow)
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.
201 pages, 6 b/w illus.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 24 de noviembre de 2016 |
| ISBN13 | 9781107002760 |
| Editores | Cambridge University Press |
| Páginas | 202 |
| Dimensiones | 235 × 159 × 16 mm · 454 g |
| Lengua | Inglés |
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