Credit Risk Modeling
Lando David
Sold by Majestic Books, Hounslow, United Kingdom
AbeBooks Seller since January 19, 2007
New - Soft cover
Condition: New
Ships from United Kingdom to U.S.A.
Quantity: 4 available
Add to basketSold by Majestic Books, Hounslow, United Kingdom
AbeBooks Seller since January 19, 2007
Condition: New
Quantity: 4 available
Add to basket"Credit Risk Modeling provides the broadest coverage of topics I have seen in a book on credit risk. Lando successfully guides the reader through the maze of a very active field of research by clearly identifying the leading problems and the attempts that have been made to solve these problems. At the same time, never does he neglect the statistical estimation of the models he presents. This is a very valuable book to any practitioner, student, or researcher in credit risk, written by one of the leading experts in the field."--Philipp Schönbucher, Swiss Federal Institute of Technology Zurich (ETH), author of Credit Derivatives Pricing Models
"This very well written book represents a superb presentation of both credit risk theory and its empirical evidence. It is a complete introduction to the topic, enabling the reader to access and understand current research."--Robert Jarrow, Cornell University
"This is an excellent book for researchers, financial engineers, and advanced practitioners in the field of credit risk. It is a remarkable contribution to our field."--Didier Cossin, Ecole des Hautes Etudes Commerciales, University of Lausanne
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