Mohlo by sa vám tiež páčiť

Viac informácií o knihe Credit Risk: Modeling, Valuation and Hedging

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 312 bodov

Anotácia knihy

The main objective of Credit Risk: Modeling, Valuation and Hedging is to present a comprehensive survey of the past developments in the area of credit risk research, as well as to put forth the most recent advancements in this field. An important aspect of this text is that it attempts to bridge the gap between the mathematical theory of credit risk and the financial practice, which serves as the motivation for the mathematical modeling studied in the book. Mathematical developments are presented in a thorough manner and cover the structural (value-of-the-firm) and the reduced (intensity-based) approaches to credit risk modeling, applied both to single and to multiple defaults. In particular, the book offers a detailed study of various arbitrage-free models of defaultable term structures with several rating grades.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Credit Risk: Modeling, Valuation and Hedging
• Autor: Tomasz R. Bielecki, Marek Rutkowski
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 501
• EAN: 9783540675938
• ISBN: 3540675930
• ID: 01567425
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 904 g
• Rozmery: 241 × 165 × 35 mm
• Dátum vydania: 20. November 2001

Obľúbené z iného súdka

---

---

---