Credit risk

DOI10.1017/9781139047432zbMATH Open1353.91001OpenAlexW4241481461MaRDI QIDQ2828458FDOQ2828458

Authors: Marek Capiński, Tomasz Zastawniak 

Publication date: 26 October 2016

Full work available at URL: https://doi.org/10.1017/9781139047432

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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• An Introduction to Credit Risk Modeling
• Evaluation of credit risk based on firm performance
• Title not available (Why is that?)
• Credit derivatives and credit risk models. A mathematical introduction.
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• Credit risk. Measurement, evaluation and management
• Mathematics in financial risk management

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