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Books > Business & Economics > Finance & accounting > Finance > Public finance

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Credit Risk: Modeling, Valuation and Hedging (Paperback, Softcover reprint of hardcover 1st ed. 2002) Loot Price: R3,431

Discovery Miles 34 310

Repayment Terms: R322 pm x 12*

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Credit Risk: Modeling, Valuation and Hedging (Paperback, Softcover reprint of hardcover 1st ed. 2002): Tomasz R. Bielecki,...

Credit Risk: Modeling, Valuation and Hedging (Paperback, Softcover reprint of hardcover 1st ed. 2002)

Tomasz R. Bielecki, Marek Rutkowski

Series: Springer Finance

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Loot Price R3,431 Discovery Miles 34 310 | Repayment Terms: R322 pm x 12*

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The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures with several rating grades.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Springer Finance
Release date:	December 2010
First published:	2002
Authors:	Tomasz R. Bielecki • Marek Rutkowski
Dimensions:	235 x 155 x 28mm (L x W x T)
Format:	Paperback
Pages:	501
Edition:	Softcover reprint of hardcover 1st ed. 2002
ISBN-13:	978-3-642-08707-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > Public finance > General Books > Money & Finance > Public finance > General Promotions
LSN:	3-642-08707-8
Barcode:	9783642087073