Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki (English) Har

Description: Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki, Marek Rutkowski Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description This book will be a reference for practitioners involved with managing portfolios sensitive to credit risk. Publisher Description The main objective of Credit Risk: Modeling, Valuation and Hedging is to present a comprehensive survey of the past developments in the area of credit risk research, as well as to put forth the most recent advancements in this field. An important aspect of this text is that it attempts to bridge the gap between the mathematical theory of credit risk and the financial practice, which serves as the motivation for the mathematical modeling studied in the book. Mathematical developments are presented in a thorough manner and cover the structural (value-of-the-firm) and the reduced (intensity-based) approaches to credit risk modeling, applied both to single and to multiple defaults. In particular, the book offers a detailed study of various arbitrage-free models of defaultable term structures with several rating grades. Author Biography 1 Details ISBN 3540675930 ISBN-13 9783540675938 Title Credit Risk: Modeling, Valuation and Hedging Author Tomasz R. Bielecki, Marek Rutkowski Format Hardcover Year 2001 Pages 501 Edition 1st Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG GE_Item_ID:140264588; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

Price: 149.11 USD

Location: Fairfield, Ohio

End Time: 2025-01-23T03:19:54.000Z

Shipping Cost: 0 USD