Normal view MARC view ISBD view

Credit risk : modelling, valuation and hedging / Tomasz R. Bielecki, Marek Rutkowski

Auteur principal : Bielecki, Tomasz R., 1955-, AuteurCo-auteur : Rutkowski, Marek, 1952-, AuteurType 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 : 91B30, Game theory, economics, social and behavioral sciences -- Mathematical economics, Risk theory, insurance
91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance
91B02, Game theory, economics, social and behavioral sciences -- Mathematical economics, Fundamental topics (basic mathematics, methodology; applicable to economics in general)
91B24, Game theory, economics, social and behavioral sciences -- Mathematical economics, Price theory and market structure
En-ligne : Springerlink
Tags from this library: No tags from this library for this title. Log in to add tags.
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

There are no comments for this item.

Log in to your account to post a comment.