Titre : |
Credit Risk : modeling, valuation and hedging |
Type de document : |
texte imprimé |
Auteurs : |
Tomasz R. Bielecki, Auteur ; Rutkoski Marek, Auteur |
Editeur : |
Germany : Springer |
Année de publication : |
2002 |
Collection : |
Springer Finance |
Importance : |
WVIII-500 p. |
Format : |
24 X 16 cm. |
ISBN/ISSN/EAN : |
978-3-540-67593-8 |
Note générale : |
bibliogr., index |
Langues : |
Anglais (eng) |
Mots-clés : |
credit risk |
Index. décimale : |
332.7 |
Résumé : |
This book presents a comprehensive survey of the past developments inthe area of credit risk research, as well to put forth the most recent advances in theis field.An important aspect of this text is that it attemps to bridge the gap between the mathematical theory of cerdit risk and financial practice, which serves as the motivation for the mathematical modeling studied in the book. |
Credit Risk : modeling, valuation and hedging [texte imprimé] / Tomasz R. Bielecki, Auteur ; Rutkoski Marek, Auteur . - , 2002 . - WVIII-500 p. ; 24 X 16 cm.. - ( Springer Finance) . ISBN : 978-3-540-67593-8 bibliogr., index Langues : Anglais ( eng)
Mots-clés : |
credit risk |
Index. décimale : |
332.7 |
Résumé : |
This book presents a comprehensive survey of the past developments inthe area of credit risk research, as well to put forth the most recent advances in theis field.An important aspect of this text is that it attemps to bridge the gap between the mathematical theory of cerdit risk and financial practice, which serves as the motivation for the mathematical modeling studied in the book. |
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