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Credit Risk (Hardcover) Loot Price: R1,599
Discovery Miles 15 990
Repayment Terms: R150 pm x 12*
You Save: R137 (8%)
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Credit Risk (Hardcover): Marek Capin'ski, Tomasz Zastawniak

Credit Risk (Hardcover)

Marek Capin'ski, Tomasz Zastawniak

Series: Mastering Mathematical Finance

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List price R1,736 Loot Price R1,599 Discovery Miles 15 990 | Repayment Terms: R150 pm x 12* You Save R137 (8%)

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Mastering Mathematical Finance
Release date: November 2016
Authors: Marek Capin'ski • Tomasz Zastawniak
Dimensions: 235 x 158 x 13mm (L x W x T)
Format: Hardcover
Pages: 202
ISBN-13: 978-1-107-00276-0
Categories: Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Money & Finance > Credit & credit institutions
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LSN: 1-107-00276-1
Barcode: 9781107002760

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