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 : 91B30, Game theory, economics, social and behavioral sciences -- Mathematical economics, Risk theory, insurance91Gxx, 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 structureEn-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
There are no comments for this item.