Credit Risk (Mastering Mathematical Finance) - Tapa blanda

Libro 8 de 8: Mastering Mathematical Finance

Capinski, Marek

 
9780521175753: Credit Risk (Mastering Mathematical Finance)
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ISBN 10: 0521175755 ISBN 13: 9780521175753
Editorial: Cambridge University Press, 2016

Sinopsis

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.

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Acerca de los autores

Marek Capiński 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.

Tomasz Zastawniak is Chair in Mathematical Finance at the University of York. His research interests include mathematical finance, stochastic analysis, stochastic optimisation and convex analysis, and mathematical physics. He has previously taught at numerous institutions in Poland, the USA, Canada, and the UK, and has published over fifty research publications and eight books.

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Editorial
Cambridge University Press
Año de publicación
2016
Idioma
Inglés
ISBN 10 
0521175755
ISBN 13 
9780521175753
Encuadernación
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Número de páginas
204
Contacto del fabricante
no disponible
Persona responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia

Otras ediciones populares con el mismo título

9781107002760: Credit Risk (Mastering Mathematical Finance)

Edición Destacada

ISBN 10:  1107002761 ISBN 13:  9781107002760
Editorial: Cambridge University Press, 2016
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