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Credit Risk

Amazon.com Price: $98.14 (as of 08/05/2019 18:48 PST- Details)

Categories: Accounting, Applied, Books, Business and Money, Economics, Education and Reference, Finance, Management and Leadership, Mathematics, Money and Monetary Policy, Pricing, Probability and Statistics, Public Finance, Science and Math, Statistics, Subjects

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Description

The motivation for the mathematical modeling studied on this text on developments in credit risk analysis is the bridging of the space between mathematical theory of credit risk and the financial practice. Mathematical developments are covered totally and provides the structural and reduced-shape approaches to credit risk modeling. Included is an in depth have a look at of quite a lot of arbitrage-free models of default term structures with a few rating grades.

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Credit Risk

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