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(Ebook) Credit Risk by Marek Capiński, Tomasz Zastawniak ISBN 9781107002760, 1107002761

  • SKU: EBN-5761518
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5.0

21 reviews
Instant download (eBook) Credit Risk after payment.
Authors:Marek Capiński, Tomasz Zastawniak
Pages:201 pages.
Year:2017
Editon:1
Publisher:Cambridge University Press
Language:english
File Size:1.37 MB
Format:pdf
ISBNS:9781107002760, 1107002761
Categories: Ebooks

Product desciption

(Ebook) Credit Risk by Marek Capiński, Tomasz Zastawniak ISBN 9781107002760, 1107002761

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.
*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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