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Название: Credit Risk: Modeling, Valuation and Hedging
Автор: Tomasz R. Bielecki
Аннотация:
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 methodologies in helping professionals manage financial risks. It is expected that the newly developed credit derivatives industry will also benefit from the use of advanced mathematics.