Credit Risk
Book Details
Format
Paperback / softback
Book Series
Mastering Mathematical Finance
ISBN-10
0521175755
ISBN-13
9780521175753
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 14th, 2016
Print length
201 Pages
Weight
340 grams
Dimensions
22.80 x 15.30 x 1.00 cms
Product Classification:
Credit & credit institutionsCredit and credit institutionsApplied mathematics
KSh 6,850.00
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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.
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.
Get Credit Risk by Vernon Sullivan at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has 201 pages.
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