Credit Risk: Modeling, Valuation and Hedging:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2004
|
| Schriftenreihe: | Springer Finance
|
| Schlagworte: | |
| Online-Zugang: | UBM01 Volltext |
| Beschreibung: | On the technical side, readers are assumed to be familiar with graduate level probability theory, theory of stochastic processes, and elements of stochastic analysis and PDEs; some acquaintance with arbitrage pricing theory is also |
| Beschreibung: | 1 Online-Ressource (XVIII, 501 p) |
| ISBN: | 9783662048214 |
| ISSN: | 1616-0533 |
| DOI: | 10.1007/978-3-662-04821-4 |
Internformat
MARC
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Datensatz im Suchindex
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| any_adam_object | |
| author | Bielecki, Tomasz R. 1955- Rutkowski, Marco 1971- |
| author_GND | (DE-588)12323400X (DE-588)124071589 |
| author_facet | Bielecki, Tomasz R. 1955- Rutkowski, Marco 1971- |
| author_role | aut aut |
| author_sort | Bielecki, Tomasz R. 1955- |
| author_variant | t r b tr trb m r mr |
| building | Verbundindex |
| bvnumber | BV042423328 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE ZDB-30-PQE |
| ctrlnum | (OCoLC)863938397 (DE-599)BVBBV042423328 |
| dewey-full | 519 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-662-04821-4 |
| format | Electronic eBook |
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| id | DE-604.BV042423328 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:13Z |
| institution | BVB |
| isbn | 9783662048214 |
| issn | 1616-0533 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027858745 |
| oclc_num | 863938397 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 DE-19 DE-BY-UBM |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 DE-19 DE-BY-UBM |
| physical | 1 Online-Ressource (XVIII, 501 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-30-PQE ZDB-2-SMA_Archive ZDB-30-PQE UBM_Einzelkauf21 |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| series2 | Springer Finance |
| spelling | Bielecki, Tomasz R. 1955- Verfasser (DE-588)12323400X aut Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki, Marek Rutkowski Berlin, Heidelberg Springer Berlin Heidelberg 2004 1 Online-Ressource (XVIII, 501 p) txt rdacontent c rdamedia cr rdacarrier Springer Finance 1616-0533 On the technical side, readers are assumed to be familiar with graduate level probability theory, theory of stochastic processes, and elements of stochastic analysis and PDEs; some acquaintance with arbitrage pricing theory is also Mathematics Finance Distribution (Probability theory) Quantitative Finance Probability Theory and Stochastic Processes Mathematik Risikomanagement (DE-588)4121590-4 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Modell (DE-588)4039798-1 gnd rswk-swf Kreditgeschäft (DE-588)4134687-7 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Kreditgeschäft (DE-588)4134687-7 s Kreditrisiko (DE-588)4114309-7 s Risikomanagement (DE-588)4121590-4 s Modell (DE-588)4039798-1 s 1\p DE-604 Mathematisches Modell (DE-588)4114528-8 s 2\p DE-604 Rutkowski, Marco 1971- Verfasser (DE-588)124071589 aut Erscheint auch als Druck-Ausgabe 978-3-642-08707-3 https://doi.org/10.1007/978-3-662-04821-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bielecki, Tomasz R. 1955- Rutkowski, Marco 1971- Credit Risk: Modeling, Valuation and Hedging Mathematics Finance Distribution (Probability theory) Quantitative Finance Probability Theory and Stochastic Processes Mathematik Risikomanagement (DE-588)4121590-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Modell (DE-588)4039798-1 gnd Kreditgeschäft (DE-588)4134687-7 gnd Kreditrisiko (DE-588)4114309-7 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4114528-8 (DE-588)4039798-1 (DE-588)4134687-7 (DE-588)4114309-7 |
| title | Credit Risk: Modeling, Valuation and Hedging |
| title_auth | Credit Risk: Modeling, Valuation and Hedging |
| title_exact_search | Credit Risk: Modeling, Valuation and Hedging |
| title_full | Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki, Marek Rutkowski |
| title_fullStr | Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki, Marek Rutkowski |
| title_full_unstemmed | Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki, Marek Rutkowski |
| title_short | Credit Risk: Modeling, Valuation and Hedging |
| title_sort | credit risk modeling valuation and hedging |
| topic | Mathematics Finance Distribution (Probability theory) Quantitative Finance Probability Theory and Stochastic Processes Mathematik Risikomanagement (DE-588)4121590-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Modell (DE-588)4039798-1 gnd Kreditgeschäft (DE-588)4134687-7 gnd Kreditrisiko (DE-588)4114309-7 gnd |
| topic_facet | Mathematics Finance Distribution (Probability theory) Quantitative Finance Probability Theory and Stochastic Processes Mathematik Risikomanagement Mathematisches Modell Modell Kreditgeschäft Kreditrisiko |
| url | https://doi.org/10.1007/978-3-662-04821-4 |
| work_keys_str_mv | AT bieleckitomaszr creditriskmodelingvaluationandhedging AT rutkowskimarco creditriskmodelingvaluationandhedging |