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Credit Risk (Mastering Mathematical Finance)
Tomasz Zastawniak
(Author)
·
Marek Capiński
(Author)
·
Cambridge University Press
· Paperback
Credit Risk (Mastering Mathematical Finance) - Capiński, Marek ; Zastawniak, Tomasz
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Synopsis "Credit Risk (Mastering Mathematical Finance)"
Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for PhD students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course intended for master's students, final-year undergraduates, and practitioners. The book focuses on the two mainstream modelling approaches to credit risk, namely structural models and reduced-form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition.
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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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