Your Waterstones card is changing, introducing...
TELL ME MORE
Credit Risk: Modeling, Valuation and Hedging - Springer Finance (Hardback)
  • Credit Risk: Modeling, Valuation and Hedging - Springer Finance (Hardback)
zoom

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

(author), (author)
£89.99
Hardback 501 Pages / Published: 22/01/2004
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket

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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540675938
Number of pages: 501
Weight: 2000 g
Dimensions: 235 x 155 x 28 mm
Edition: 1st ed. 2002. Corr. 2nd printing 2004


MEDIA REVIEWS

From the reviews:

T.R. Bielecki and M. Rutkowski

Credit Risk

Modeling, Valuation and Hedging

"A fairly complete overview of the most important recent developments of credit risk modelling from the viewpoint of mathematical finance . . . It provides an excellent treatment of mathematical aspects of credit risk and will also be useful as a reference for technical details to traders and analysts dealing with credit-risky assets. It is a worthwhile addition to the literature and will serve as highly recommended reading for students and researchers in the subject area for some years to come."

-MATHEMATICAL REVIEWS

"The main purpose of this outstanding monograph is to present a comprehensive survey of the existing developments in the area of credit risk research, as well as to put forth the most recent advancements in this field. An important feature of this book is its attempt to bridge the gap between the mathematical theory of credit risk and the financial practice. ... The content of this book provides an indispensable guide to graduate students, researchers, and also to advanced practitioners in the fields ... ." (Neculai Curteanu, Zentralblatt MATH, Vol. 979, 2002)

You may also be interested in...

Catching the Wolf of Wall Street
Added to basket
Buffett
Added to basket
£12.99
Paperback
Fooled by Randomness
Added to basket
The Money Machine
Added to basket
£10.99
Paperback
Rich Dad's Guide to Investing
Added to basket
£14.99   £10.49
Paperback
Archives of the Valuation Office
Added to basket
Investing in Shares For Dummies
Added to basket
How to Speak Money
Added to basket
Intelligent Investor
Added to basket
Liar's Poker
Added to basket
£9.99
Paperback
Currency Trading For Dummies
Added to basket
The Wolf of Wall Street
Added to basket
The Big Short
Added to basket
£9.99   £7.99
Paperback
Business Adventures
Added to basket
£10.99
Paperback

Reviews

Please sign in to write a review

Your review has been submitted successfully.