Credit Risk

Name: Credit Risk
SKU: 26595828
Price: 153.99 AUD
Availability: InStock

By:

Format:

Hardback

Series:

Mastering Mathematical Finance

Show Hide Adult Content

$153.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $38.50 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 11-21 June using International Courier

Description

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, namely structural models and reduced-form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition.

Author Biography:

Marek Capiński is Professor of Applied Mathematics at AGH University of Science and Technology, Kraków. His research interests include mathematical finance, corporate finance, and hydrodynamics. He has been teaching for over 35 years, has held visiting fellowships in Poland and the UK, and has published over fifty research papers and nine books. Tomasz Zastawniak is Chair in Mathematical Finance at the University of York. His research interests include mathematical finance, stochastic analysis, stochastic optimisation and convex analysis, and mathematical physics. He has previously taught at numerous institutions in Poland, the USA, Canada, and the UK, and has published over fifty research publications and eight books.

Release date Australia

November 24th, 2016

Author

Audiences

Professional & Vocational
Tertiary Education (US: College)

Illustrations

6 Line drawings, black and white

Pages

202

Series

Mastering Mathematical Finance

Dimensions

158x235x13

ISBN-13

9781107002760

Product ID

26595828

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here