by Marek Rutkowski (Author), TomaszR.Bielecki (Author)
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.
Format: Hardcover
Pages: 540
Edition: 1st ed. 2002. Corr. 2nd printing
Publisher: Springer
Published: 20 Nov 2001
ISBN 10: 3540675930
ISBN 13: 9783540675938