Credit Risk: Modeling, Valuation and Hedging

Released on by Tomasz R. Bielecki
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  • Credit Risk: Modeling, Valuation and Hedging Book Detail

  • Author : Tomasz R. Bielecki
  • Release Date : 2013-03-14
  • Publisher : Springer Science & Business Media
  • Genre : Business & Economics
  • Pages : 517
  • ISBN 13 : 3662048213
  • File Size : 13,13 MB
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Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki PDF Summary

Book Description: 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.

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