Related Books
Language: en
Pages: 517
Pages: 517
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media
The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory
Language: en
Pages:
Pages:
Type: BOOK - Published: 2004 - Publisher:
Language: en
Pages: 257
Pages: 257
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo
Language: en
Pages: 600
Pages: 600
Type: BOOK - Published: 2008-05-28 - Publisher: CRC Press
Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk manageme
Language: en
Pages: 259
Pages: 259
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Als