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Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk

Language EnglishEnglish
Book Hardback
Book Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk Didier Cossin
Libristo code: 04443575
Publishers John Wiley & Sons Inc, November 2000
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory an... Full description
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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.

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About the book

Full name Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk
Author Didier Cossin
Language English
Binding Book - Hardback
Date of issue 2000
Number of pages 372
EAN 9780471987239
ISBN 0471987239
Libristo code 04443575
Weight 794
Dimensions 179 x 251 x 26
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