Credit Risk (English, Marek Capiński | Tomasz Zastawniak)
by Marek Capiński | Tomasz Zastawniak
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Book Details
About the Book
Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for PhD students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course intended for master's students, final-year undergraduates, and practitioners. The book focuses on the two mainstream modelling approaches to credit risk, na…
ISBN: 9781107002760
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