Credit risk (Mastering mathematical finance)

Credit risk

(Mastering mathematical finance)

Call No. (NDL): DF111-B99
Bibliographic ID of National Diet Library: 027695591

Material type: 図書

Author: Marek Capinski, Tomasz Zastawniak.

Publisher: Cambridge University Press

Publication date: 2017.

Material Format: Paper

Capacity, size, etc.: vii, 194 pages ; 23 cm.

NDC: -

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Contents：: Structural modelsHazard function model and no arbitrageDefaultable bond pricing with hazard function...

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Paper

Material Type: 図書
ISBN: 9781107002760 (hardcover)
1107002761 (hardcover)
9780521175753 (paperback)
0521175755 (paperback)
Title: Credit risk
Author/Editor: Marek Capinski, Tomasz Zastawniak.
Series Title: Mastering mathematical finance
Title Heading: Mastering mathematical finance.
Author Heading: Capiński, Marek, 1951- ( 01133438 )Authorities
Zastawniak, Tomasz, 1976-
Publication, Distribution, etc.: Cambridge, United Kingdom : Cambridge University Press (出版)
New York, NY : Cambridge University Press (出版)
Publication Date: 2017.
Publication Date (W3CDTF): 2017
Extent: vii, 194 pages
Size: 23 cm.
Place of Publication (Country Code): GB
Text Language Code: eng
Content Type: text
Media Type: unmediated
Carrier Type: volume
Subject Heading: Credit--Management--Mathematical models.
Risk assessment--Mathematical models.
Business mathematics.
LCC: HG3751
DDC: 658.8/80151
NDLC: DF111
Target Audience: 一般
Note (Content): Modelling credit risk accurately is central to the practice of mathematical finance. This volume of the Mastering Mathematical Finance series offers a comprehensive and accessible introduction to the subject tailored specially for master's students. The book focuses on the two mainstream modelling approaches to credit risk, namely structural models and reduced form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with real-world examples from the post-credit crisis financial markets, it takes readers through a natural development of mathematical ideas and financial intuition. Students, practitioners and researchers alike will benefit from the compact presentation and detailed worked examples, exercises and solutions.
Note (Bibliography): Includes bibliographical references and index.
Holding library: 国立国会図書館
Call No.: DF111-B99
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 027695591
http://id.ndl.go.jp/bib/027695591
LC Control Number: 2017287180
https://lccn.loc.gov/2017287180
OCLC No.: 968312060
https://www.worldcat.org/oclc/968312060
Cataloging Rule: RDA
Bibliographic Record Category (NDL): 211