£50.16

Cambridge University Press Credit Risk (Mastering Mathematical Finance)

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£51.33 £46.86 £47.84 £48.81 £49.79 £50.76 £51.74 25 April 2026 13 May 2026 01 June 2026 19 June 2026 08 July 2026

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Description

Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for PhD students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course intended for master's students, final-year undergraduates, and practitioners. 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 examples, it takes readers through a natural development of mathematical ideas and financial intuition.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
24 November 2016
Listed Since
21 April 2016

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