£138.31

Springer Credit Risk Pricing Models: Theory and Practice

Name: Springer Credit Risk Pricing Models: Theory and Practice
Brand: Springer
Price: 138.31 GBP
Availability: InStock

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Description

Expand your understanding of financial mathematics with this updated edition of Credit Risk Pricing Models: Theory and Practice from Springer Finance. This text serves as a significantly extended version of the earlier monograph, Pricing Credit Linked Financial Instruments. While the previous edition focused on specific PhD research, this new version provides a comprehensive overview of all important credit risk models. This book helps professionals and students navigate the complexities of credit risk by explaining key factors in detail. You will find the latest results regarding default probability and recovery rate modeling. The text also provides a deep look into correlation issues, making it a vital resource for those studying or working in the financial sector. By covering a broad range of financial instruments, this book offers a complete perspective on the subject of credit risk modeling.

Key Features

Comprehensive coverage of all important credit risk models for a complete subject overview.

Updated research including the latest results in default probability and recovery rate modeling.

Detailed explanations of credit risk factors to build a strong theoretical foundation.

Special focus on correlation issues within financial modeling and risk assessment.

Expanded content compared to previous monographs to include a wider range of financial instruments.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 354040466X
Category: Books > Subjects > Business, Finance & Law > Accounting
Domain: Amazon UK
Release Date: 21 January 2004
Listed Since: 01 February 2007

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Springer Credit Risk Pricing Models: Theory and Practice

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