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Credit Risk
Bielecki, Tomasz R.; Rutkowski, Marek
€ 160.10
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Description for Credit Risk
hardcover. Studies the motivation for the mathematical modeling. This title deals with developments in credit risk research. It covers mathematical developments and gives the structural and reduced-form approaches to credit risk modeling. It includes a study of various arbitrage-free models of default term structures with several rating grades. Series: Springer Finance. Num Pages: 519 pages, biography. BIC Classification: KFF; KJS; PBWH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 241 x 165 x 35. Weight in Grams: 904.
Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that the newly developed credit derivatives industry will also benefit from the use of advanced mathematics. This industry has grown around the need to handle credit risk, which is one of the fundamental factors of financial risk. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of ... Read more
Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that the newly developed credit derivatives industry will also benefit from the use of advanced mathematics. This industry has grown around the need to handle credit risk, which is one of the fundamental factors of financial risk. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of ... Read more
Product Details
Format
Hardback
Publication date
2001
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
519
Condition
New
Series
Springer Finance
Number of Pages
501
Place of Publication
Berlin, Germany
ISBN
9783540675938
SKU
V9783540675938
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Bielecki, Tomasz R.; Rutkowski, Marek
1
Reviews for Credit Risk
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 ... Read more