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Credit risk
Auteur
Éditeur Cambridge University Press
Année 2017
Exemplaires
Notices liées
Notice détaillée
Auteur
Titre
Credit risk
Éditeur
Description
1 vol. (VII-194 pages) ; 23 cm
Collection
Notes
Bibliographie p. 191-192. Index
Collaborateurs
Sujets
Classification Dewey
519
Résumé
Modelling credit risk accurately is central to the practice of mathematical finance. This volume of the Mastering Mathematical Finance series offers a comprehensive and accessible introduction to the subject tailored specially for master's students. 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 real-world examples from the post-credit crisis financial markets, it takes readers through a natural development of mathematical ideas and financial intuition. Students, practitioners and researchers alike will benefit from the compact presentation and detailed worked examples, exercises and solutions
ISBN
978-1-107-00276-0
978-0-521-17575-3
Origine de la notice
Abes (SUDOC)
 

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