Introduction to Credit Risk Modeling

Bluhm, Christian (Munich, Overbeck, Ludger (University of Giessen, Wagner, Christoph (Munich

Omschrijving

While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred since the publication of the best-selling first edition. It contains a new section on multi-period models and discusses recent developments in structured credit. Along with many wor
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Schrijver
Bluhm, Christian (Munich, Overbeck, Ludger (University of Giessen, Wagner, Christoph (Munich
Titel
Introduction to Credit Risk Modeling
Uitgever
Taylor & Francis Ltd
Jaar
2024
Taal
Engels
Pagina's
384
Gewicht
586 gr
EAN
9781032920795
Afmetingen
234 x 156 x 24 mm
Bindwijze
Paperback / softback

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