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Credit Risk

Usually dispatched within 3 - 5 business days.

In Stock (810)

£ 45.60

Description

This comprehensive and accessible introduction to modelling credit risk is tailored for master's students. It focuses on the two mainstream approaches, structural models and reduced form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with financial intuition, it features detailed worked examples and exercises.

Book Details
EAN:
9780521175753
Binding:
Paperback / softback
Dimensions(mm):
228 x 153 x 10
Publication Date:
2016-11-14
Publication Country:
United Kingdom