Credit Risk (Mastering Mathematical Finance) by Marek Capinski [Paperback]

Description: 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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EAN: 9780521175753

UPC: 9780521175753

ISBN: 9780521175753

MPN: N/A

Number of Pages: 201 Pages

Language: English

Publication Name: Credit Risk

Publisher: Cambridge University Press

Item Height: 0.4 in

Publication Year: 2016

Subject: Finance / General, Applied

Item Weight: 11.6 Oz

Type: Textbook

Item Length: 8.9 in

Author: Tomasz Zastawniak, Marek CapińSki

Subject Area: Mathematics, Business & Economics

Series: Mastering Mathematical Finance Ser.

Item Width: 6 in

Format: Trade Paperback