9781584889922

Book Description: Chapman and Hall/CRC, 2010. Hardcover. Book Condition: New. Bookseller Inventory # ST1584889926

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Book Description: Chapman and Hall/CRC, 2010. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # F9-9781584889922

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Book Description: Taylor and Francis Inc, 2008. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # BB-9781584889922

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Book Description: Chapman and Hall/CRC, 2010. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # F9-9781584889922

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Book Description: Book Condition: New. Bookseller Inventory # 6858783-n

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Book Description: Taylor Francis Inc, United States, 2010. Hardback. Book Condition: New. 2nd Revised edition. 235 x 156 mm. Brand New Book with Free Worldwide Delivery. Illustrating mathematical models for structured credit with practical examples, "Introduction to Credit Risk Modeling" provides an accessible introduction to the foundations of structured credit portfolio modeling. Updated and expanded, this second edition features additional material on estimation of asset correlations, benchmark correlations based on securitizations of benchmark portfolios in the market, risk contributions and spectral risk measures, non homogeneous Markov chain approaches, multi-year models, current agency models, single-tranche CDOs, index tranches, as well as new developments in synthetics. The text also includes new exercises and a supporting website. Bookseller Inventory # AAZ9781584889922

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Book Description: Taylor & Francis Inc. Hardback. Book Condition: new. BRAND NEW, Introduction to Credit Risk Modeling (2nd Revised edition), Christian Bluhm, Ludger Overbeck, Christoph Wagner, M.A.H. Dempster, Rama Cont, Illustrating mathematical models for structured credit with practical examples, "Introduction to Credit Risk Modeling" provides an accessible introduction to the foundations of structured credit portfolio modeling. Updated and expanded, this second edition features additional material on estimation of asset correlations, benchmark correlations based on securitizations of benchmark portfolios in the market, risk contributions and spectral risk measures, non homogeneous Markov chain approaches, multi-year models, current agency models, single-tranche CDOs, index tranches, as well as new developments in synthetics. The text also includes new exercises and a supporting website. Bookseller Inventory # B9781584889922

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Book Description: Chapman and Hall/CRC 2010-06-07, 2010. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-00572001

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Book Description: Taylor and Francis(Chapman and Hall/CRC), 2010. Hardback. Book Condition: New. REV Edition Number is 2. 9.252 by 6.142 inches. (384 pages) This item is printed on demand. Please allow up to 10 days extra for printing & delivery. Contains Neary 100 Pages of New Materia The recent financia crisis has shown that credit risk in particuar and finance in genera remain important fieds for the appication of mathematica concepts to rea-ife situations. Whie continuing to focus on common mathematica approaches to mode credit portfoios, Introduction to Credit Risk Modeing, Second Edition presents updates on mode deveopments that have occurred since the pubication of the best-seing first edition. New to the Second Edition An expanded section on techniques for the generation of oss distributions Introductory sections on new topics, such as spectra risk measures, an axiomatic approach to capita aocation, and nonhomogeneous Markov chains Updated sections on the probabiity of defaut, exposure-at-defaut, oss-given-defaut, and reguatory capita A new section on muti-period modes Recent deveopments in structured credit The financia crisis iustrated the importance of effectivey communicating mode outcomes and ensuring that the variation in resuts is ceary understood by decision makers. The crisis aso showed that more modeing and more anaysis are superior to ony one mode. This accessibe, sef-contained book recommends using a variety of modes to shed ight on different aspects of the true nature of a credit risk probem, thereby aowing the probem to be viewed from different anges. The Basics of Credit Risk Management Expected Loss Unexpected Loss Reguatory Capita and the Base Initiative Modeing Correated Defauts The Bernoui Mode The Poisson Mode Bernoui versus Poisson Mixture An Overview of Common Mode Concepts One-Factor/Sector Modes Loss Dependence by Means of Copua Functions Working Exampe on Asset Correations Generating the Portfoio Loss Distribution Asset Vaue Modes Introduction and a Brief Guide to the Literature A Few Words about Cas and Puts Merton’s Asset Vaue Mode Transforming Equity into Asset Vaues: A Working Approach The CreditRisk + Mode The Modeing Framework of CreditRisk + Construction Step 1: Independent Obigors Construction Step 2: Sector Mode Risk Measures and Capita Aocation Coherent Risk Measures and Expected Shortfa Contributory Capita Term Structure of Defaut Probabiity Surviva Function and Hazard Rate Risk-Neutra vs. Actua Defaut Probabiities Term Structure Based on Historica Defaut Information Term Structure Based on Market Spreads Credit Derivatives Tota Return Swaps Credit Defaut Products Basket Credit Derivatives Credit Spread Products Credit-Linked Notes Coateraized Debt Obigations Introduction to Coateraized Debt Obigations (CDOs) Different Roes of Banks in the CDO Market CDOs from the Modeing Point of View Muti-Period Credit Modes Former Rating Agency Mode: Moody’s BET Deveopments, Mode Issues, and Further Reading References Index this is a concise book for exporing the imitations of credit risk modes and, to a esser degree, asset vauation modes. Read this book for a companionabe journey through some of the imiting assumptions that make the modes tractabe. it may be the first one book that wastes no time in getting to the point, and moving on. — Annas of Actuaria Science , Vo. 5, June 2011 Buhm, Overbeck, and Wagner offer hep to mathematicians and physicists eaving the academy to work as risk or portfoio managers. For this introduction, they focus on main themes rather than detais, and on portfoio rather than singe obigor risk. this second edition takes account of probems in the banking industry from 2007-09. — SciTech Book News , February 2011 Having a vaid and up-to-date credit risk mode (or modes) is one of the most important aspects in today’s risk management. The modes require quite a bit of technica as we as practica know-how. Introduction to Credit Risk Modeing serves this purpose we. it woud best fit the practitioner’s needs. For students it can aso be of great use, as an introductory course for credit risk modes. A great first st. Bookseller Inventory # AG1584889926

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Book Description: Taylor and Francis Inc Country = UNITED STATES, 2009. Hardback. Book Condition: New. 2 Rev ed. 384 pages. Illustrating mathematical models for structured credit with practical examples, this book presents an introduction to the foundations of structured credit portfolio modeling. It features material on estimation of asset correlations, and benchmark correlations based on securitizations of benchmark portfolios in the market. 50 black and white illustrations, 18 black and white tables Authors Bluhm, Christian Overbeck, Ludger Wagner, Christoph Series Editor: Dempster, M.A.H. Cont, Rama Madan, Dilip B. Edition 2 Rev ed (Hardback). Bookseller Inventory # AB1584889926

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