Credit Risk

Name: Credit Risk
ISBN: 9781107002760

Marek Capiński, Tomasz Zastawniak

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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 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.

الفئات:

Business & Economics

عام:

2017

الإصدار:

الناشر:

Cambridge University Press

اللغة:

english

الصفحات:

201

ISBN 10: