In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques.
An Introduction to Credit Risk Modeling supplies both the bricks and the mortar of risk management. In a gentle and concise lecture-note style, it introduces the fundamentals of credit risk management, provides a broad treatment of the related modeling theory and methods, and explores their application to credit portfolio securitization, credit risk in a trading portfolio, and credit derivatives risk. The presentation is thorough but refreshingly accessible, foregoing unnecessary technical details yet remaining mathematically precise.
Whether you are a risk manager looking for a more quantitative approach to credit risk or you are planning a move from the academic arena to a career in professional credit risk management, An Introduction to Credit Risk Modeling is the book you've been looking for. It will bring you quickly up to speed with information needed to resolve the questions and quandaries encountered in practice.
"synopsis" may belong to another edition of this title.
This is an outstanding book on the default models that are used internally by financial institutions. This practical book delves into the mathematics, the assumptions and the approximations that practitioners apply to make these models work.
- Glyn A Holton of 'Contingency Analysis'
There are so many financial tools available today and numbers are likely to grow in the future. If you work in this field of credit risk modelling it is worth looking at the theoretical background, and this book is a well-rounded introduction.
Journal of the Operational Research Society
As an introductory survey it does an admirable job. ...this book is an important guide into the field of credit risk models. Mainly for the practitioner and less for the academician. ...It is well written, fairly easy to follow.
-Horst Behncke, Zentralblatt Math
"About this title" may belong to another edition of this title.
FREE shipping within U.S.A.
Destination, rates & speedsSeller: Hawking Books, Edgewood, TX, U.S.A.
Condition: Very Good. Very Good Condition. Has some wear. Five star seller - Buy with confidence! Seller Inventory # X158488326XX2
Quantity: 1 available
Seller: SecondSale, Montgomery, IL, U.S.A.
Condition: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00080880442
Quantity: 1 available
Seller: Toscana Books, AUSTIN, TX, U.S.A.
Hardcover. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Seller Inventory # Scanned158488326X
Quantity: 1 available
Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Hardback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR004707744
Quantity: 1 available
Seller: medimops, Berlin, Germany
Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Seller Inventory # M0158488326X-G
Quantity: 1 available
Seller: Webbooks, Wigtown, Wigtown, United Kingdom
Hard Cover. Condition: Good. No Jacket. First Edition. From an academic library with the usual stamps etc. A00021748. Seller Inventory # A00021748
Quantity: 1 available
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pen & pencil markings. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9781584883265. Seller Inventory # 8604702
Quantity: 1 available
Seller: Buchpark, Trebbin, Germany
Condition: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. | Seiten: 304 | Sprache: Englisch | Produktart: Sonstiges. Seller Inventory # 1334858/2
Quantity: 1 available
Seller: The Book Spot, Sioux Falls, MN, U.S.A.
Hardcover. Condition: New. Seller Inventory # Abebooks555631
Quantity: 1 available
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9781584883265. Seller Inventory # 7094985
Quantity: 1 available