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.
Credit Risk: Modelling, Valuation and Hedging is onder andere te koop bij: Bol. Esy raadt altijd aan om meerdere aanbieders te bekijken om geen last minute deals mis te lopen.