Credit Risk

Įprasta kaina €40,00
2 sandėlyje

Marek Capiski

201 psl.

2016 m.

Minkštas viršelis

Brūkšninis kodas: 9780521175753

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.