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Finance – The Mathematics Of Financial Derivatives
Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant “real-world” mathematics. In this book, the authors […]
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Cantor – 1997 – Split Ratings and the Pricing of Credit Risk
Despite the fact that over 50 percent of all corporate bonds have different ratings from Moody’s and Standard and Poor’s at issuance, most bond pricing models ignore these differences of opinion. Our work compares a number of different methods of accounting for split ratings in estimating bond pricing models. We find that pricing rules that […]
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Mcgraw Hill – Corporate Finance Book
Corporate Finance The simple way to master corporate finance The math, the formulas, the problem solving . . . does \corporate finance make your head spin? You’re not alone. It’s one of the toughest subjects for business students—which is why \Corporate Finance DeMYSTiFieD is written in a way that makes learning it easier than ever. […]