An Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series) - Hardcover

Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph

Hardcover

ISBN 10: 158488326X ISBN 13: 9781584883265

Verlag: Chapman and Hall/CRC, 2002

Inhaltsangabe

Book by Bluhm Christian Overbeck Ludger Wagner Christoph

Über diesen Titel

Críticas:

This is an outstanding book on the default models that are used internally by financial institutions. This practical book delves into the mathematics, the assumptions and the approximations that practitioners apply to make these models work." - Glyn A Holton of 'Contingency Analysis'

Reseña del editor:

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques.

An Introduction to Credit Risk Modeling supplies both the bricks and the mortar of risk management. In a gentle and concise lecture-note style, it introduces the fundamentals of credit risk management, provides a broad treatment of the related modeling theory and methods, and explores their application to credit portfolio securitization, credit risk in a trading portfolio, and credit derivatives risk. The presentation is thorough but refreshingly accessible, foregoing unnecessary technical details yet remaining mathematically precise.

Whether you are a risk manager looking for a more quantitative approach to credit risk or you are planning a move from the academic arena to a career in professional credit risk management, An Introduction to Credit Risk Modeling is the book you've been looking for. It will bring you quickly up to speed with information needed to resolve the questions and quandaries encountered in practice.

Über diese Auflage

• Verlag: Chapman and Hall/CRC
• Erscheinungsdatum: 2002
• ISBN 10: 158488326X
• ISBN 13: 9781584883265
• Einband: Tapa dura
• Auflage: 1
• Anzahl der Seiten: 297