Introduction to Credit Risk Modeling

by Christian Bluhm; Ludger Overbeck; Christoph Wagner | 2nd Edition | Chapman & Hall | eText ISBN 9781040070529
Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk ModelinBook...

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About this book

Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin

Book details

  • Author: Christian Bluhm; Ludger Overbeck; Christoph Wagner
  • Publisher: Chapman & Hall
  • Edition: 2nd Edition
  • eText ISBN: 9781040070529
  • Print ISBN: 9781032920795
  • Format: Reflowable Layout
  • Language: en
  • Copyright: 2010