Advanced Credit Risk Analysis (Innbundet)

Financial Approaches and Mathematical Models to Assess, Price and Manage Credit Risk

Serie: Wiley Series in Financial Engineering 



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Forfatter: og
Innbinding: Innbundet
Utgivelsesår: 2000
Antall sider: 372
Forlag: John Wiley and Sons Ltd
Språk: Engelsk
Serie: Wiley Series in Financial Engineering
ISBN/EAN: 9780471987239
Omtale Advanced Credit Risk Analysis
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management. The book stresses the logic of theoretical models from the structural and the reduced--form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking--to--market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.

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