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Credit risk / Marek Capiński, Tomasz Zasrawniak

By: Contributor(s): Resource type: Ressourcentyp: BuchBookLanguage: English Series: Mastering mathematical financePublisher: Cambridge : Cambridge University Press, [2017]Description: vii, 194 Seiten : Diagramme ; 23 cmISBN:
  • 1107002761
  • 9781107002760
  • 9780521175753
Subject(s): Additional physical formats: Erscheint auch als: Credit risk. Online-Ausgabe Cambridge : Cambridge University Press, 2017. 1 online resource (vii, 194 pages)MSC: MSC: *91-01 | 91G40 | 91G20RVK: RVK: QP 890LOC classification:
  • HG3751
DOI: DOI: 10.1017/9781139047432Summary: Modelling credit risk accurately is central to the practice of mathematical finance. This volume of the Mastering Mathematical Finance series offers a comprehensive and accessible introduction to the subject tailored specially for master's students. 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 real-world examples from the post-credit crisis financial markets, it takes readers through a natural development of mathematical ideas and financial intuition. Students, practitioners and researchers alike will benefit from the compact presentation and detailed worked examples, exercises and solutionsPPN: PPN: 872466078
Holdings
Item type Home library Shelving location Call number Status Barcode
Freihandbestand ausleihbar Fachbibliothek Mathematik Bibliothek / frei aufgestellt Fin./Vers. / Cap Available 36555239090
Total holds: 0
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