Credit Risk
€60.90
Available for sending in 4/5 days
Product Information
| ISBN | 9780521175753 |
|---|---|
| Publisher | Cambridge University Press |
| Price (excl. tax) | €57.45 |
| Tax | €3.45 |
| Price (incl. tax) | €60.90 |
| Availability | 1 unit in external warehouse |
Product Description
This comprehensive and accessible introduction to modelling credit risk is tailored for master's students. It focuses on the two mainstream approaches, structural models and reduced form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with financial intuition, it features detailed worked examples and exercises.