Credit Risk: Models and Management - Hardcover

 
9781904339212: Credit Risk: Models and Management
Hardcover
ISBN 10: 1904339212 ISBN 13: 9781904339212
Verlag: Risk Books, 2004

Inhaltsangabe

Building upon the work established in the first edition, this fully revised multi-author reference collection brings the reader up-to-date with a complete and cohesive examination on the latest techniques for credit risk assessment and management. Shimko collates and presents practical and timely information on how to use the newest modelling and measurement tools for managing credit risk with specially commissioned chapters, evaluation and comment from leading practitioners and academics actively involved within the industry. The authors utilise statistical evidence backed by astute commentary to provide a modern and relevant explanation on all the various elements of credit risk. The book is subdivided into five main reference sections - each with introductions to illustrate their significance and explain the main points to be discussed: risky bonds in the portfolio and market context; valuation of risky debt; default probabilities, recoveries and credit ratings; structured credit products; and practitioners' tools to managing credit risk.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Risk Books
Erscheinungsdatum
2004
Sprache
Englisch
ISBN 10 
1904339212
ISBN 13 
9781904339212
Einband
Gebundene Ausgabe
Auflage
2
Anzahl der Seiten
638
Herausgeber
Shimko David
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar