9783642087073-3642087078-Credit Risk: Modeling, Valuation and Hedging: Modeling, Valuation And Hedging (Springer Finance)

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

ISBN-13: 9783642087073
ISBN-10: 3642087078
Author: Tomasz R. Bielecki, Marek Rutkowski
Publication date: 2010
Publisher: Springer
Format: Paperback 519 pages
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Book details

ISBN-13: 9783642087073
ISBN-10: 3642087078
Author: Tomasz R. Bielecki, Marek Rutkowski
Publication date: 2010
Publisher: Springer
Format: Paperback 519 pages

Summary

Credit Risk: Modeling, Valuation and Hedging: Modeling, Valuation And Hedging (Springer Finance) (ISBN-13: 9783642087073 and ISBN-10: 3642087078), written by authors Tomasz R. Bielecki, Marek Rutkowski, was published by Springer in 2010. With an overall rating of 3.5 stars, it's a notable title among other books. You can easily purchase or rent Credit Risk: Modeling, Valuation and Hedging: Modeling, Valuation And Hedging (Springer Finance) (Paperback) from BooksRun, along with many other new and used books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

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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