Credit Risk: Modeling, Valuation and Hedging (Springer Finance)

by Marek Rutkowski (Author), TomaszR.Bielecki (Author)

• Used

  Hardcover
  2001

  $62.37

  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.

• New

  Hardcover
  2001

  $156.86

  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.