Isbn: 9780521175753 - credit risk (mastering mathematical finance) (4 Ergebnisse)

Zustand: New. In.

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. …

Paperback. Zustand: Brand New. 1st edition. 201 pages. 8.75x6.00x0.50 inches. In Stock.

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.…