This master's-level introduction to mainstream credit risk modelling balances rigorous theory with real-world, post-credit crisis examples.
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Marek Capi¿ski is Professor of Applied Mathematics at AGH University of Science and Technology, Kraków. His research interests include mathematical finance, corporate finance, and hydrodynamics. He has been teaching for over 35 years, has held visiting fellowships in Poland and the UK, and has published over fifty research papers and nine books.
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Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In. Artikel-Nr. ria9780521175753_new
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Anbieter: Kennys Bookstore, Olney, MD, USA
Zustand: New. This master's-level introduction to mainstream credit risk modelling balances rigorous theory with real-world, post-credit crisis examples. Series: Mastering Mathematical Finance. Num Pages: 201 pages, 6 b/w illus. BIC Classification: KFFL; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 396 x 227 x 18. Weight in Grams: 338. . 2016. 1st Edition. Paperback. . . . . Books ship from the US and Ireland. Artikel-Nr. V9780521175753
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Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Paperback. Zustand: Brand New. 1st edition. 201 pages. 8.75x6.00x0.50 inches. In Stock. Artikel-Nr. x-0521175755
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Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 on pricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition. Artikel-Nr. 9780521175753
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