Credit risk : modeling, valuation and hedging
Tomasz R. Bielecki; Marek Rutkowski
| Year of publication: |
2002
|
|---|---|
| Authors: | Bielecki, Tomasz R. ; Rutkowski, Marek |
| Publisher: |
Berlin : Springer |
| Subject: | value-of-the-firm approach | structural approach | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Kreditwürdigkeit | Credit rating | Hedging | Finanzierungstheorie | Financial management theory | Kapitalmarkttheorie | Financial economics | Arbitrage Pricing | Arbitrage pricing | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory | Kreditgeschäft | Modell |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Table of Contents [digitale-objekte.hbz-nrw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XVIII, 500 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Übersichtsarbeit ; Systematic review |
| Language: | English |
| Notes: | Literaturverz. S. [479] - 494 |
| ISBN: | 3-540-67593-0 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001621020