Credit Risk

Name: Credit Risk
Brand: Cambridge University Press
Price: 37.79 EUR
Availability: InStock

★★★★★

English

By (author): Marek Capinski Marek Capiski Tomasz Zastawniak

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. See more

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A01=Marek CapinskiA01=Marek CapiskiA01=Tomasz ZastawniakAge Group_UncategorizedAuthor_Marek CapinskiAuthor_Marek CapiskiAuthor_Tomasz Zastawniakautomatic-updateCategory1=Non-FictionCategory=KFFLCategory=PBWCOP=United KingdomDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=In stockPrice_€20 to €50PS=ActiveSN=Mastering Mathematical Financesoftlaunch

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Product Details

Weight: 330g
Dimensions: 152 x 227mm
Publication Date: 14 Nov 2016
Publisher: Cambridge University Press
Publication City/Country: United Kingdom
Language: English
ISBN13: 9780521175753

About Marek CapinskiMarek CapiskiTomasz Zastawniak

Marek Capiski is Professor of Applied Mathematics at AGH University of Science and Technology Kraków. His research interests include mathematical finance corporate finance and hydrodynamics. He has been teaching for over 35 years has held visiting fellowships in Poland and the UK and has published over fifty research papers and nine books. Tomasz Zastawniak is Chair in Mathematical Finance at the University of York. His research interests include mathematical finance stochastic analysis stochastic optimisation and convex analysis and mathematical physics. He has previously taught at numerous institutions in Poland the USA Canada and the UK and has published over fifty research publications and eight books.