language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, November of 2016 ‧
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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.

Credit Risk

by Tomasz (University Of York) Zastawniak e Marek (Agh University Of Science And Technology, Krakow) Capinski

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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