Credit Risk
Marek Rutkowski Tomasz R. Bielecki
Language: English
Published by Springer, 2010
Series: Book 37 of 53 - Springer Finance
- Softcover
- New

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pp. 520.
Seller Inventory # 262450738
- Title
- Credit Risk
- Author
- Marek Rutkowski Tomasz R. Bielecki
- Publisher
- Springer
- Publication year
- 2010
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3642087078
- ISBN 13
- 9783642087073
- Series
- Book 37 of 53: Springer Finance
The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures with several rating grades.
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Books Puddle
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