This book will be an important reference for practitioners involved with managing portfolios sensitive to credit risk. Graduate students and researchers in mathematical finance, financial engineering, finance and probability will also benefit from the book.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
1
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur 88581e89f8b9227368a52da54b61117c
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures with several rating grades. 520 pp. Englisch. N° de réf. du vendeur 9783642087073
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Vendeur : California Books, Miami, FL, Etats-Unis
Etat : New. N° de réf. du vendeur I-9783642087073
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Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Etat : New. N° de réf. du vendeur 12032963-n
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Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1st book on the market presenting a comprehensive approach to the quantative risk modellingprovides a mathematical platform for all sorts of applications related to financial products whose value is partially or entirely derived from credit risk related. N° de réf. du vendeur 5047740
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Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Etat : New. N° de réf. du vendeur 12032963-n
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Vendeur : preigu, Osnabrück, Allemagne
Taschenbuch. Etat : Neu. Credit Risk: Modeling, Valuation and Hedging | Tomasz R. Bielecki (u. a.) | Taschenbuch | Springer Finance | xviii | Englisch | 2010 | Springer | EAN 9783642087073 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 107174919
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Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that the newly developed credit derivatives industry will also benefit from the use of advanced mathematics. This industry has grown around the need to handle credit risk, which is one of the fundamental factors of financial risk. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk. Although in the first chapter we provide a brief overview of issues related to credit risk, our goal was to introduce the basic concepts and related no tation, rather than to describe the financial and economical aspects of this important sector of financial market. The interested reader may consult, for instance, Francis et al. (1999) or Nelken (1999) for a much more exhaustive description of the credit derivatives industry. N° de réf. du vendeur 9783642087073
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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book will be an important reference for practitioners involved with managing portfolios sensitive to credit risk. Graduate students and researchers in mathematical finance, financial engineering, finance and probability will also benefit from the book.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 520 pp. Englisch. N° de réf. du vendeur 9783642087073
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Vendeur : Books Puddle, Woodside, NY, Etats-Unis
Etat : New. pp. 520. N° de réf. du vendeur 262450738
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