Credit Risk
Capinski, Marek
Credit Risk - Cambridge Cambridge University Press 2017 - 194p - Mastering Mathematical Finance .
1. Structural Models
2. Hazard Function Model and No Arbitrage
3. Default able Bond Pricing with Hazard Function
4. Security Pricing With Hazard Function
5. Hazard Process Model
6. Security Pricing With Hazard Process
9780521175753
Credit - Management - Mathematical models
332.632 / CAP
Credit Risk - Cambridge Cambridge University Press 2017 - 194p - Mastering Mathematical Finance .
1. Structural Models
2. Hazard Function Model and No Arbitrage
3. Default able Bond Pricing with Hazard Function
4. Security Pricing With Hazard Function
5. Hazard Process Model
6. Security Pricing With Hazard Process
9780521175753
Credit - Management - Mathematical models
332.632 / CAP