Credit Risk: Modeling, Valuation and Hed
โ Bielecki T.R., Rutkowski M.
๐ Library
๐
2001
๐ English
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