Christoph Wagner
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An Introduction to Credit Risk ModelingChristoph Wagner; Christian Bluhm; Ludger OverbeckISBN:9781584883265Publisher:CRC Pr I LlcPublication Date:2002Binding:HardcoverSynopsis: This book is designed to help novices in financial risk management get quick access to the world of credit risk. It is also helpful to risk managers looking for a more quantitative approach to credit risk. Mathematical rigor is maintained throughout, but mathematical proofs are given only where necessary for understanding the underlying idea. The first six chapters provide a solid introduction to credit risk modelling with a comprehensive treatment of theory, models, and products. The second part of the book includes applications to credit portfolio securitization, credit risk in a trading portfolio, and credit derivatives risk. More About this Book | View All Listings | View Collectible Listings Other editions: Hardcover - 2010, 2005, 2003, 2002, 2001, 2001, 2001, 2001, 2000, 2000 |
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