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Item Details
| Title:
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CREDIT RISK: MODELING, VALUATION AND HEDGING
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| By: |
Tomasz R. Bielecki, Marek Rutkowski |
| Format: |
Paperback |
| List price:
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£109.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3642087078 |
| ISBN 13: |
9783642087073 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
1 December, 2010 |
| Edition: |
Softcover reprint of hardcover 1st ed. 2002 |
| Series: |
Springer Finance |
| Pages: |
519 |
| Synopsis: |
The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures with several rating grades. |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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