Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk (Wiley Series in Financial Engineering) Book Information:

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.

• Book Type :

Higher Education Textbooks

• Book Binding :

Paperback

• Language :

English

• Number of Pages :

372

• ISBN - 10 :

0471987239

• Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk (Wiley Series in Financial Engineering) Published On :

13 Nov 2000

• Resource:

Textbooks & Study Guides, Higher Education Textbooks Books for Students, Teachers, Graudates, Professionals and all others

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