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Credit Risk

by Marek Capinski

2020-04-21 19:46:37

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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 Fin... Read more
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. Less

Book Details

File size5.98(w)x8.98(h)x0.51
Print pages202
PublisherCambridge University Press
Publication date November 24, 2016
Languageeng
ISBN9781107002760
autor-image
Marek Capinski
Author
...

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