Credit Risk : Models, Derivatives, and Management

Language: English

Published by Taylor & Francis Inc Mai 2008, 2008

1584889942 / 9781584889946

Series: Book 10 of 71 - Chapman and Hall/CRC Financial Mathematics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - This volume illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. It focuses on new products and their applications in the financial services industry and addresses the growing market of credit derivatives. The expert contributors examine issues specific to certain geographic areas, such as Latin America, Argentina, and the United States, and discuss recent cases of corporate bankruptcy, including Tyco, Worldcom, Enron, and Parmalat. The book also covers default and recovery risks, credit ratings, and applications within the Basel II framework.

Seller Inventory # 9781584889946

Title
Credit Risk : Models, Derivatives, and Management
Author
Niklas (Passau University Wagner
Publisher
Taylor & Francis Inc Mai 2008
Publication year
2008
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1584889942
ISBN 13
9781584889946
Item weight
1,268 grams
Dimensions
261x183x40 mm
Series
Book 10 of 71: Chapman and Hall/CRC Financial Mathematics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
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