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ADVANCED CREDIT RISK ANALYSIS: FINANCIAL APPROACHES AND MATHEMATICAL MODELS TO ASSESS, PRICE, AND MANAGE CREDIT RISK

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.

Availability
10005198332.7 COS aRLC MM (Rak Buku Umum)Available
Detail Information
Series Title
-
Statement of Responsibility
Call Number
332.7 COS a
Publisher
Chicester : John Wiley & Sons.,
Collation
xiv, 357 p. : ill. ; 25 cm.
Language
English
ISBN/ISSN
0-471-98723-9
Classification
332.7
Content Type
-
Edition
-
Subject(s)
Management
Buku Umum
Financial Management
Risk Management
Credit
Specific Detail Info
-
Other version/related

No other version available

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