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Credit Risk

Marek Capiński and Tomasz Zastawniak
Publisher: 
Cambridge University Press
Publication Date: 
2017
Number of Pages: 
194
Format: 
Paperback
Series: 
Mastering Mathematical Finance
Price: 
39.99
ISBN: 
9780521175753
Category: 
Textbook
We do not plan to review this book.

Preface
1. Structural models
2. Hazard function model and no arbitrage
3. Defaultable bond pricing with hazard function
4. Security pricing with hazard function
5. Hazard process model
6. Security pricing with hazard process
Appendix
Selected literature
Index.

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