Credit Risk - Mastering Mathematical Finance - Capinski, Marek (AGH University of Science and Technology, Krakow) - Books - Cambridge University Press - 9781107002760 - November 24, 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     Hardcover Book   (Book with hard spine and cover)
Released November 24, 2016
ISBN13 9781107002760
Publishers Cambridge University Press
Pages 202
Dimensions 235 × 159 × 16 mm   ·   449 g
Language English  

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