Credit risk modeling

Author(s)

Bibliographic Information

Credit risk modeling

Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski

(大阪大学金融・保険レクチャーノートシリーズ, 2)

Osaka University Press, 2009.11

Available at  / 20 libraries

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Note

Bibliography: p. [287]-299

Includes index

Description and Table of Contents

Table of Contents

  • 1 Structural Approach
  • 2 Hazard Function Approach
  • 3 Hazard Process Approach
  • 4 Hedging of Defaultable Claims
  • 5 Modeling Dependent Defaults
  • A Complements

by "BOOK database"

Related Books: 1-1 of 1

Details

  • NCID
    BB00562475
  • ISBN
    • 9784872592771
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Suita
  • Pages/Volumes
    302 p.
  • Size
    21 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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