Credit Risk - Mastering Mathematical Finance - Capinski, Marek (AGH University of Science and Technology, Krakow) - Books - Cambridge University Press - 9780521175753 - November 14, 2016
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Capinski, Marek (AGH University of Science and Technology, Krakow)
Credit Risk - Mastering Mathematical Finance

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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.

201 pages, 6 b/w illus.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 14, 2016
ISBN13 9780521175753
Publishers Cambridge University Press
Pages 201
Dimensions 153 × 228 × 10 mm   ·   340 g
Language English  

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