Credit Risk
language: english
Publisher:
CAMBRIDGE UNIVERSITY PRESS, November of 2016 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781107002760 |
| Publisher: | CAMBRIDGE UNIVERSITY PRESS |
| Release Date: | November of 2016 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 202 |
| Format: | Book |
| Collection: | Md And Finn |
| Categories: |
Books in English
>
Others
|
| EAN: | 9781107002760 |
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