🎉   Please check out our new website over at books-etc.com.

Seller
Your price
£45.69
RRP: £50.00
Save £4.31 (9%)
Printed on Demand
Dispatched within 7-9 working days.

Credit Risk

Mastering Mathematical Finance

Format: Hardback
Publisher: Cambridge University Press, Cambridge, United Kingdom
Published: 24th Nov 2016
Dimensions: w 152mm h 229mm d 13mm
Weight: 445g
ISBN-10: 1107002761
ISBN-13: 9781107002760
Barcode No: 9781107002760
Trade or Institutional customer? Contact us about large order quotes.
Synopsis
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.

New & Used

Seller Information Condition Price
-New£45.69
+ FREE UK P & P

What Reviewers Are Saying

Be the first to review this item. Submit your review now