Credit risk

DOI10.1017/9781139047432MaRDI QIDQ2828458zbMATH OpenOpenAlexFDO

Authors Marek Capiński, Tomasz Zastawniak

Publication date 26 October 2016

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

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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(7)

• An Introduction to Credit Risk Modeling
• Evaluation of credit risk based on firm performance
• scientific article; zbMATH DE number 1475712 (Why is no real title available?)
• Credit derivatives and credit risk models. A mathematical introduction.
• scientific article; zbMATH DE number 2151375 (Why is no real title available?)
• Credit risk. Measurement, evaluation and management
• Mathematics in financial risk management

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