LIBROS DEL AUTOR: marek rutkowski

3 resultados para LIBROS DEL AUTOR: marek rutkowski

marek rutkowski Eliminar filtro Quitar filtros
  • Credit Risk
    Marek Rutkowski / Tomasz R. Bielecki
    Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo­ gies in helping professionals manage financial risks. It is expected that the newly developed credit derivatives industry will also benefit from the use of a...
    Disponible

    46,74 €

  • Credit Risk
    Marek Rutkowski / Tomasz R. Bielecki
    The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed ...
    Disponible

    157,42 €

  • Martingale Methods in Financial Modelling
    Marek Musiela / Marek Rutkowski
    Spot and Futures Markets.- An Introduction to Financial Derivatives.- Discrete-time Security Markets.- Benchmark Models in Continuous Time.- Foreign Market Derivatives.- American Options.- Exotic Options.- Volatility Risk.- Continuous-time Security Markets.- Fixed-income Markets.- Interest Rates and Related Contracts.- Short-Term Rate Models.- Models of Instantaneous Forward Ra...
    Disponible

    168,68 €