This Book is in Good Condition. Clean Copy With Light Amount of Wear. 100% Guaranteed. Summary: From the reviews:"It is an edited collection of articles written by practicing financial engineers about different applications and extensions of CreditRisk+. The book is quite technical, largely targeting financial engineers working in credit risk measurement. For financial engineers or researchers who want to understand CreditRisk+ and related techniques, this is the essential book." (www.riskbook.com, May, 2006). Buchnummer des Verkäufers
CreditRisk+ is a widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which is widely used in the banking industry. It gives an introduction to the model itself and to its ability to describe, manage and price credit risk. This timely book will be an indispensable tool.
About the Author:
Matthias Gundlach: Ph.D. in Mathematics (University of Warwick, UK), 8 years of research and teaching of mathematics (stochastics, dynamical systems, applied mathematics) at the University of Bremen (Germany), habilitation in mathematics (1999, University of Bremen). Since 2000 expert for credit risk modeling in Aareal Bank AG, Wiesbaden, Germany.
Frank Lehrbass: Ph.D. in Economics (University of Dortmund, FRG), 10 years of working experience in investment banking (index, equity, interest rate, hybrid, credit derivatives, trading systems & artificial intelligence) and credit risk management. Since 2002 Head of Portfolio Management / Structured Investments, Credit Treasury, Deutsche Genossenschafts-Hypothekenbank AG, Hamburg, Germany.
Buchbeschreibung Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 2010. PAP. Buchzustand: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Buchnummer des Verkäufers LQ-9783642058547
Buchbeschreibung Springer Berlin Heidelberg, 2010. Paperback. Buchzustand: Brand New. softcover reprint of hardcover 1st ed. 2004 edition. 381 pages. 8.98x5.98x1.18 inches. In Stock. Buchnummer des Verkäufers __364205854X
Buchbeschreibung Springer, 2010. Paperback. Buchzustand: NEW. 9783642058547 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Buchnummer des Verkäufers HTANDREE0348563
Buchbeschreibung Springer, 2016. Paperback. Buchzustand: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Buchnummer des Verkäufers ria9783642058547_lsuk
Buchbeschreibung Springer, 2010. Buchzustand: New. This item is printed on demand for shipment within 3 working days. Buchnummer des Verkäufers LP9783642058547
Buchbeschreibung Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 2010. PAP. Buchzustand: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Buchnummer des Verkäufers IQ-9783642058547
Buchbeschreibung Springer, 2010. Paperback. Buchzustand: New. This item is printed on demand. Buchnummer des Verkäufers INGM9783642058547
Buchbeschreibung Springer, 2017. Paperback. Buchzustand: New. This item is printed on demand. Buchnummer des Verkäufers 364205854X
Buchbeschreibung Springer, 2010. Paperback. Buchzustand: New. Softcover reprint of hardcover 1. This item is printed on demand. Buchnummer des Verkäufers DADAX364205854X
Buchbeschreibung Springer, 2010. Paperback. Buchzustand: New. book. Buchnummer des Verkäufers 364205854X