Credit Risk (Bog, Paperback / softback, Engelsk) af Marek (AGH University of Science and Technology Capinski

Credit Risk

(Bog, Paperback / softback, Engelsk)
Forfattere: Marek (AGH University of Science and Technology Capinski, Tomasz (University of York) Zastawniak

Bemærk: Kan ikke leveres før jul.

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Beskrivelse

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.

Læsernes anmeldelser (0)

Alle detaljer

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