Credit risk:
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 intend...
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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2017
|
| Series: | Mastering mathematical finance
|
| Subjects: | |
| Online Access: | BSB01 EUV01 FHN01 Volltext |
| Summary: | 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 structural models and reduced-form models, and onpricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition |
| Physical Description: | 1 online resource (vii, 194 pages) |
| ISBN: | 9781139047432 |
| DOI: | 10.1017/9781139047432 |
Staff View
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV044040201 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:41:55Z |
| institution | BVB |
| isbn | 9781139047432 |
| language | English |
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| oclc_num | 973562308 |
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| owner_facet | DE-12 DE-92 DE-521 |
| physical | 1 online resource (vii, 194 pages) |
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| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Mastering mathematical finance |
| spelling | Capiński, Marek 1951- Verfasser (DE-588)172897866 aut Credit risk Marek Capiński, Tomasz Zastawniak Cambridge Cambridge University Press 2017 1 online resource (vii, 194 pages) txt rdacontent c rdamedia cr rdacarrier Mastering mathematical finance 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 structural models and reduced-form models, and onpricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition Mathematisches Modell Credit / Management / Mathematical models Risk assessment / Mathematical models Business mathematics Zastawniak, Tomasz 1959- Verfasser (DE-588)120071231 aut Erscheint auch als Druck-Ausgabe, Hardcover 978-1-107-00276-0 Print Erscheint auch als Druck-Ausgabe, Paperback 978-0-521-17575-3 Print https://doi.org/10.1017/9781139047432 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Capiński, Marek 1951- Zastawniak, Tomasz 1959- Credit risk Mathematisches Modell Credit / Management / Mathematical models Risk assessment / Mathematical models Business mathematics |
| title | Credit risk |
| title_auth | Credit risk |
| title_exact_search | Credit risk |
| title_full | Credit risk Marek Capiński, Tomasz Zastawniak |
| title_fullStr | Credit risk Marek Capiński, Tomasz Zastawniak |
| title_full_unstemmed | Credit risk Marek Capiński, Tomasz Zastawniak |
| title_short | Credit risk |
| title_sort | credit risk |
| topic | Mathematisches Modell Credit / Management / Mathematical models Risk assessment / Mathematical models Business mathematics |
| topic_facet | Mathematisches Modell Credit / Management / Mathematical models Risk assessment / Mathematical models Business mathematics |
| url | https://doi.org/10.1017/9781139047432 |
| work_keys_str_mv | AT capinskimarek creditrisk AT zastawniaktomasz creditrisk |