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Credit Risk 1st Edition Marek Capiński Tomasz Zastawniak

  • SKU: BELL-5761518
Credit Risk 1st Edition Marek Capiński Tomasz Zastawniak
$ 31.00 $ 45.00 (-31%)

5.0

70 reviews

Credit Risk 1st Edition Marek Capiński Tomasz Zastawniak instant download after payment.

Publisher: Cambridge University Press
File Extension: PDF
File size: 1.37 MB
Pages: 201
Author: Marek Capiński, Tomasz Zastawniak
ISBN: 9781107002760, 1107002761
Language: English
Year: 2017
Edition: 1

Product desciption

Credit Risk 1st Edition Marek Capiński Tomasz Zastawniak by Marek Capiński, Tomasz Zastawniak 9781107002760, 1107002761 instant download after payment.

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.

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