Credit Risk: Modeling, Valuation and Hedging:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2004
|
| Series: | Springer Finance
|
| Subjects: | |
| Online Access: | UBM01 Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (XVIII, 501 p) |
| ISBN: | 9783662048214 |
| ISSN: | 1616-0533 |
| DOI: | 10.1007/978-3-662-04821-4 |
Staff View
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Record in the Search Index
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| discipline | Mathematik |
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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 |
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| physical | 1 Online-Ressource (XVIII, 501 p) |
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| publishDate | 2004 |
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| publisher | Springer Berlin Heidelberg |
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| 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 |
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