Credit risk
Auteur :
Capiński, Marek / Zastawniak, Tomasz
Éditeur :
Cambridge University Press
ISBN :
9780521175753
Date de publication :
14 nov. 2016
Dimensions :
22,7 x 15,2 x 1,0 cm
Poids :
330 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This comprehensive and accessible introduction to modelling credit risk is tailored for master's students. It focuses on the two mainstream approaches, structural models and reduced form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with financial intuition, it features detailed worked examples and exercises.