Credit Risk
Format: Hardcover
ISBN13: 9781107002760
Hardcover|9781107002760
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Overview
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.
| ISBN-13 | 9781107002760 |
|---|---|
| ISBN-10 | 1107002761 |
| Weight | 1.00 Pounds |
| Dimensions | 6.00 x 0.50 x 9.00 In |
| List Price | $66.00 |
| Edition | 1st Edition |
| Format | Hardcover |
|---|---|
| Language | English |
| Pages | 202 pages |
| Publisher | Cambridge University Press |
| Published On | 2016-11-24 |
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