Format:
1 online resource (vii, 194 pages)
ISBN:
9781139047432
Series Statement:
Mastering mathematical finance
Content:
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 onpricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition
Additional Edition:
Erscheint auch als Druck-Ausgabe, Hardcover ISBN 978-1-107-00276-0
Additional Edition:
Erscheint auch als Druck-Ausgabe, Paperback ISBN 978-0-521-17575-3
Language:
English
Subjects:
Economics
DOI:
10.1017/9781139047432
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(URL des Erstveröffentlichers)
Author information:
Zastawniak, Tomasz 1959-
Author information:
Capiński, Marek 1951-
