Credit Risk: Modeling, Valuation and Hedging
Credit Risk: Modeling, Valuation and Hedging
Summary
Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades.
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Credit Risk: Modeling, Valuation and Hedging by Tomasz R Bielecki
This book will be an important reference for practitioners involved with managing portfolios sensitive to credit risk. Graduate students and researchers in mathematical finance, financial engineering, finance and probability will also benefit from the book.From the reviews:
TR. 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 useful as a reference for technical details to traders and analysts dealing with credit-risky assets. It is a worthwhile addition to the literature and will serve as highly recommended reading for students and researchers in the subject area for some years to come."
—MATHEMATICAL REVIEWS
"The main purpose of this outstanding monograph is to present a comprehensive survey of the existing developments in the area of credit risk research, as well as to put forth the most recent advancements in this field. An important feature of this book is its attempt to bridge the gap between the mathematical theory of credit risk and the financial practice. ... The content of this book provides an indispensable guide to graduate students, researchers, and also to advanced practitioners in the fields ... ." (Neculai Curteanu, Zentralblatt MATH, Vol. 979, 2002)
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| SKU | Unavailable |
| ISBN 13 | 9783540675938 |
| ISBN 10 | 3540675930 |
| Title | Credit Risk: Modeling, Valuation and Hedging |
| Author | Tomasz R Bielecki |
| Series | Springer Finance |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Year published | 2001-11-20 |
| Number of pages | 501 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |