Carte Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk Didier Cossin

Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk

Autor: Didier Cossin
Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern
Expediem în 10-18 zile
642.79 lei
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory an...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2000
Pagini
372
EAN
9780471987239
ISBN
0471987239
Enbook ID
04443575
Greutate
794
Dimensiuni
179 x 251 x 26

Descriere completă

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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