Credit risk : modelling, valuation and hedging / Tomasz R. Bielecki, Marek Rutkowski
Type de document : MonographieCollection : Springer financeLangue : anglais.Pays : Allemagne.Éditeur : Berlin : Springer, 2004Description : 1 vol. (XVIII-500 p.) ; 24 cmISBN : 3540675930.ISSN : 1616-0533.Bibliographie : Bibliogr.p. [479]-494. Index.Sujet MSC : 91B05, Mathematical economics, Risk models (general)91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
91B02, Mathematical economics, Fundamental topics
91B24, Mathematical economics, Microeconomic theory (price theory and economic markets)En-ligne : Springerlink
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 91 BIE (Browse shelf) | Available | 02555-01 |
The main purpose of the outstanding monograph is to present a comprehensive survey of the existing developments in the area of credit risk research, as well as to put forth the most recent advancements in this field. An important feature of this book is its attempt to bridge the gap between the mathematical theory of credit risk and the financial practice. (Zentralblatt)
Bibliogr.p. [479]-494. Index
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