Credit Risk (Mastering Mathematical Finance) - Hardcover

Book 8 of 8: Mastering Mathematical Finance

Capiński, Marek; Zastawniak, Tomasz

 
9781107002760: Credit Risk (Mastering Mathematical Finance)
Hardcover
ISBN 10: 1107002761 ISBN 13: 9781107002760
Publisher: Cambridge University Press, 2016

Synopsis

This master's-level introduction to mainstream credit risk modelling balances rigorous theory with real-world, post-credit crisis examples.

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About the Authors

Marek Capiński is Professor of Applied Mathematics at AGH University of Science and Technology, Kraków. His research interests include mathematical finance, corporate finance, and hydrodynamics. He has been teaching for over 35 years, has held visiting fellowships in Poland and the UK, and has published over fifty research papers and nine books.

Tomasz Zastawniak is Chair in Mathematical Finance at the University of York. His research interests include mathematical finance, stochastic analysis, stochastic optimisation and convex analysis, and mathematical physics. He has previously taught at numerous institutions in Poland, the USA, Canada, and the UK, and has published over fifty research publications and eight books.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2016
Language
English
ISBN 10 
1107002761
ISBN 13 
9781107002760
Binding
Hardcover
Edition number
1
Number of pages
202

Other Popular Editions of the Same Title

9780521175753: Credit Risk (Mastering Mathematical Finance)

Featured Edition

ISBN 10:  0521175755 ISBN 13:  9780521175753
Publisher: Cambridge University Press, 2016
Softcover