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Credit Risk

By: Krakow) Capinski Marek (AGH University of Science and Technology (Author) , Tomasz (University of York) Zastawniak (Author)

2 in stock

Ksh 7,900.00

Format: Paperback or Softback

ISBN-13: 9780521175753

Publisher: Cambridge University Press

Publication Date: Nov 14th, 2016

Weight: 340 grams

Dimension: 22.80 x 15.30 x 1.00 cms

Category: Credit & credit institutions

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Delivery by 26 November when you order within the next 1 days 19 hours 34 minutes 8 seconds

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This comprehensive and accessible introduction to modelling credit risk is tailored for master's students. It focuses on the two mainstream approaches, structural models and reduced form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with financial intuition, it features detailed worked examples and exercises.

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