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About 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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  • Language:
  • English
  • ISBN:
  • 9781107002760
  • Binding:
  • Hardback
  • Pages:
  • 202
  • Published:
  • November 23, 2016
  • Dimensions:
  • 235x159x16 mm.
  • Weight:
  • 448 g.
Delivery: 2-3 weeks
Expected delivery: January 17, 2025

Description 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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