€36,95
Credit Riskby Capi?ski, Marek
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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.
| ISBN | 9780521175753 |
| Title | Credit Risk |
| Subtitel | |
| Title(C) | |
| Category | Wiskunde algemeen |
| Edition | 1 |
| Appearance | Paperback / softback |
| Publication Date | 14-11-2016 |
| Publisher | Van Ditmar Boekenimport B.V. |
| Author | Zastawniak, Tomasz (University of York), Capinski, Marek (AGH University of Science and Technolog |
| Imprint | CAMBRIDGE UNIVERSITY PRESS |
| Language | English |
| Illustraties | Nee |
| Pages | 201 |
| Weight | 277 gr |
| Format | 228 x 152 x 15 |
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