Vetenskap & teknik
Pocket
Credit Risk
Marek Capinski • Tomasz Zastawniak • Marek CapińSki • Tomasz Zastawniak • Marek Capinski
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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.
- Format: Pocket/Paperback
- ISBN: 9780521175753
- Språk: Engelska
- Antal sidor: 201
- Utgivningsdatum: 2016-11-14
- Förlag: Cambridge University Press