Skip to main content Accessibility help
×
  1. Home
  2. Books
  3. Credit Risk
    Show more authors
    • You may already have access via personal or institutional login
  • Select format
  • Publisher:
    Cambridge University Press
    Publication date:
    05 January 2017
    14 November 2016
    ISBN:
    9781139047432
    9781107002760
    9780521175753
    DOI:
    https://doi.org/10.1017/9781139047432
    Dimensions:
    (228 x 152 mm)
    Weight & Pages:
    0.45kg, 202 Pages
    Dimensions:
    (228 x 152 mm)
    Weight & Pages:
    0.33kg, 201 Pages
    • Subjects:
    Economics, Mathematics, Mathematical Finance, Finance and Accountancy
    Series:
    Mastering Mathematical Finance
You may already have access via personal or institutional login
    • Selected: Digital
    Add to cart View cart Buy from Cambridge.org
    Subjects:
    Economics, Mathematics, Mathematical Finance, Finance and Accountancy
    Series:
    Mastering Mathematical Finance
    Information

    Book 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 onpricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition.

    Refine List

    Actions for selected content:

    Select all | Deselect all
    • View selected items
    • Export citations
    • Download PDF (zip)
    • Save to Kindle
    • Save to Dropbox
    • Save to Google Drive

    Save Search

    You can save your searches here and later view and run them again in "My saved searches".

    Please provide a title, maximum of 40 characters.
    Cancel
    ×

    Contents

    Contents

    Metrics

    Altmetric attention score

    Full text views

    Total number of HTML views: 0
    Total number of PDF views: 0 *
    Loading metrics...

    Book summary page views

    Total views: 0 *
    Loading metrics...

    * Views captured on Cambridge Core between #date#. This data will be updated every 24 hours.

    Usage data cannot currently be displayed.

    Accessibility standard: Unknown

    Why this information is here

    This section outlines the accessibility features of this content - including support for screen readers, full keyboard navigation and high-contrast display options. This may not be relevant for you.

    Accessibility Information

    Accessibility compliance for the PDF of this book is currently unknown and may be updated in the future.