Credit Risk
Author | : Niklas Wagner |
Publisher | : CRC Press |
Total Pages | : 600 |
Release | : 2008-05-28 |
ISBN-10 | : 9781584889953 |
ISBN-13 | : 1584889950 |
Rating | : 4/5 (53 Downloads) |
Download or read book Credit Risk written by Niklas Wagner and published by CRC Press. This book was released on 2008-05-28 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. Divided into six sectio