9781584883265

An Introduction to Credit Risk Modeling

Christian Bluhm; Ludger Overbeck; Christoph Wagner

ISBN 10: 158488326X / 1-58488-326-X
ISBN 13: 9781584883265
Publisher: CRC Pr I Llc
Publication Date: 2002
Binding: Hardcover
Editorial Reviews:
Synopsis:

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.


 

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An Introduction to Credit Risk Modeling (ISBN: 9781584883265)
Bluhm, Christian;Overbeck, Ludger;Wagner, Christoph
ISBN 10: 158488326X
ISBN 13: 9781584883265
Bookseller: Castle Rock (Bedford, NS, Canada)
Bookseller Rating: 4-star rating
Quantity Available: 1

Book Description: Book Condition: Brand New. Book Condition: Brand New * All orders are processed and shipped from Las Vegas Nevada USA *. Bookseller Inventory # 97815848832651.0

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