Credit Risk

by Tomasz Zastawniak and Marek Capiński

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521175755
• ISBN13: 9780521175753
• Release Date: November 2016
• Publisher: Cambridge University Press
• Length: 201 Pages
• Weight: 0.76 lbs.
• Dimensions: 0.5" x 6.1" x 9.1"