A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modellingIncludes a new chapter devoted to v
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 practi
The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term struct
