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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: 9780521175753
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: November of 2016
Language: English
Dimensions: 152 x 228 x 20 mm
Cover: Softcover
Pages: 201
Format: Book
Collection: Mastering Mathematical Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9780521175753

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