Credit Risk
ISBN-13:
9783540675938
ISBN-10:
3540675930
Edition:
2002. Corr. 2nd
Author:
Tomasz R. Bielecki, Marek Rutkowski
Publication date:
2001
Publisher:
Springer
Format:
Hardcover
540 pages
Category:
Money & Monetary Policy
,
Economics
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Book details
ISBN-13:
9783540675938
ISBN-10:
3540675930
Edition:
2002. Corr. 2nd
Author:
Tomasz R. Bielecki, Marek Rutkowski
Publication date:
2001
Publisher:
Springer
Format:
Hardcover
540 pages
Category:
Money & Monetary Policy
,
Economics
Summary
Credit Risk (ISBN-13: 9783540675938 and ISBN-10: 3540675930), written by authors
Tomasz R. Bielecki, Marek Rutkowski, was published by Springer in 2001.
With an overall rating of 3.8 stars, it's a notable title among other
Money & Monetary Policy
(Economics) books. You can easily purchase or rent Credit Risk (Hardcover) from BooksRun,
along with many other new and used
Money & Monetary Policy
books
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And, if you're looking to sell your copy, our current buyback offer is $1.22.
Description
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. Included is a detailed study of various arbitrage-free models of default term structures with several rating grades.
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