Credit risk
Resource Information
The work Credit risk represents a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
Credit risk
Resource Information
The work Credit risk represents a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.
- Label
- Credit risk
- Statement of responsibility
- Marek Capinski, Tomasz Zastawniak
- Language
- eng
- Summary
- 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 onpricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition
- Cataloging source
- UkCbUP
- Dewey number
- 658.8/80151
- Index
- index present
- LC call number
- HG3751
- LC item number
- .C36 2017
- Literary form
- non fiction
- Nature of contents
- dictionaries
- Series statement
- Mastering mathematical finance
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/resource/WNDj0d7jlaw/" typeof="CreativeWork http://bibfra.me/vocab/lite/Work"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/resource/WNDj0d7jlaw/">Credit risk</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
