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portada credit risk: modeling, valuation and hedging
Type
Physical Book
Author
Publisher
Year
2010
Language
English
Pages
501
Format
Paperback
Dimensions
23.4x15.6x2.7 cm
Weight
0.72 kg.
ISBN
3642087078
ISBN13
9783642087073
Categories

credit risk: modeling, valuation and hedging

Tomasz R. Bielecki (Author) · Marek Rutkowski (Author) · Springer · Paperback

credit risk: modeling, valuation and hedging - Bielecki, Tomasz R. ; Rutkowski, Marek

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Synopsis "credit risk: modeling, valuation and hedging"

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.

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