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Credit Risk Hardcover – March 5, 2004
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From the reviews:
T.R. Bielecki and M. Rutkowski
Modeling, Valuation and Hedging
"A fairly complete overview of the most important recent developments of credit risk modelling from the viewpoint of mathematical finance . . . It provides an excellent treatment of mathematical aspects of credit risk and will also be useful as a reference for technical details to traders and analysts dealing with credit-risky assets. It is a worthwhile addition to the literature and will serve as highly recommended reading for students and researchers in the subject area for some years to come."
"The main purpose of this 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. ... The content of this book provides an indispensable guide to graduate students, researchers, and also to advanced practitioners in the fields ... ." (Neculai Curteanu, Zentralblatt MATH, Vol. 979, 2002)
From the Back Cover
- Item Weight : 4.41 pounds
- Hardcover : 540 pages
- ISBN-13 : 978-3540675938
- ISBN-10 : 3540675930
- Publisher : Springer; 1st ed. 2002. Corr. 2nd printing 2004 Edition (March 5, 2004)
- Product Dimensions : 6.14 x 1.13 x 9.21 inches
- Language: : English
- Best Sellers Rank: #3,266,263 in Books (See Top 100 in Books)
- Customer Reviews: