Credit risk : modeling, valuation and hedging

＜図書＞
Credit risk : modeling, valuation and hedging

責任表示	Tomasz R. Bielecki, Marek Rutkowski
シリーズ	Springer finance
データ種別	図書
出版情報	Berlin : Springer , c2002
本文言語	英語
大きさ	xviii, 500 p. ; 24 cm
概要	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 pract...ce. 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. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6882291

一般注記	"1st edition 2002. Corrected 2nd printing, c2004"--T.p. verso of 2nd printing (xviii, 501 p.) Includes bibliographical references (p. [479]-494) and index
著者標目	*Bielecki, Tomasz R. Rutkowski, Marek, 1952-
件　名	LCSH:Credit -- Mathematical models 全ての件名で検索 LCSH:Risk management -- Mathematical models 全ての件名で検索
分　類	LCC:HG3701 DC21:332.7/01/5118
書誌ID	1000712899
ISBN	3540675930
NCID	BA54772714
巻冊次	ISBN:3540675930 : [pbk.] ; ISBN:9783642087073
登録日	2009.09.15
更新日	2017.02.18