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Credit Risk

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

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Ksh 15,100.00

Format: Hardback or Cased Book

ISBN-13: 9781107002760

Publisher: Cambridge University Press

Publication Date: Nov 24th, 2016

Weight: 448 grams

Dimension: 15.90 x 23.50 x 1.60 cms

Category: Credit & credit institutions

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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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