Image of CREDIT RISK MEASUREMENT: NEW APPROACHES TO VALUE AT RISK AND OTHER PARADIGMS

Text

CREDIT RISK MEASUREMENT: NEW APPROACHES TO VALUE AT RISK AND OTHER PARADIGMS

The most cutting-edge read on the pricing, modeling, and management of credit risk available

The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now more important than ever. Credit Risk Measurement, Second Edition has been fully revised to reflect the latest thinking on credit risk measurement and to provide credit risk professionals with a solid understanding of the alternative approaches to credit risk measurement.

This readable guide discusses the latest pricing, modeling, and management techniques available for dealing with credit risk. New chapters highlight the latest generation of credit risk measurement models, including a popular class known as intensity-based models. Credit Risk Measurement, Second Edition also analyzes significant changes in banking regulations that are impacting credit risk measurement at financial institutions. With fresh insights and updated information on the world of credit risk measurement, this book is a must-read reference for all credit risk professionals.

Availability
10016097658.155 SAU c 2ndRLC MM (Rak Buku Wajib)Available
Detail Information
Series Title
-
Statement of Responsibility
Call Number
658.155 SAU c 2nd
Publisher
New York : John Wiley & Sons.,
Collation
xiii, 319 p. : ill ; 23cm
Language
English
ISBN/ISSN
0-47-21910-X
Classification
658.155
Content Type
-
Edition
2nd. Ed
Subject(s)
Buku Wajib
Finance
Risk Management
Specific Detail Info
-
Other version/related

No other version available

File Attachment
No Data
Comments
You must be logged in to post a comment