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Credit Risk
part of the Mastering Mathematical Finance series
- Binding:
- Paperback
- Pages:
- 201
- Published:
- November 13, 2016
- Dimensions:
- 153x228x10 mm.
- Weight:
- 340 g.
In stock
Delivery:
3-5 business days
Expected delivery: December 26, 2024
Extended return policy to January 30, 2025
About Marek (AGH University of Science and Technology Capinski
View all books by Marek (AGH University of Science and Technology CapinskiDescription of Credit Risk
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.
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