Bemærk: Kan ikke leveres før jul.
Forventes på lager: 14-11-2016
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.
| Forlag | Cambridge University Press |
| Forfattere | Marek (AGH University of Science and Technology Capinski, Tomasz (University of York) Zastawniak |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 14-11-2016 |
| Første udgivelsesår | 2016 |
| Serie | Mastering Mathematical Finance |
| Illustrationer | 6 Line drawings, black and white |
| Originalsprog | United Kingdom |
| Sideantal | 201 |
| Indbinding | Paperback / softback |
| Forlag | Cambridge University Press |
| Sideoplysninger | 201 pages, 6 Line drawings, black and white |
| Mål | 228 x 153 x 10 |
| ISBN-13 / EAN-13 | 9780521175753 |