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Credit Risk
Av Marek Rutkowski, Tomasz R. Bielecki, 2010.Del av serien 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.
PocketEngelsk
Normalpris: 1 489,-
1 340,-
Spar 149,-
Laveste pris siste 30 dager: 1 079,-
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 20 dager
Credit Risk
Av Marek Rutkowski, Tomasz R. Bielecki, 2010.Del av serien 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.
Normalpris: 1 489,-
1 340,-
Spar 149,-
Laveste pris siste 30 dager: 1 079,-
PocketEngelsk
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 20 dager
1 340,-
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