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Rating Based Modeling of Credit Risk
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Pages: 279
Authors: Stefan Trueck
Categories: Business & Economics
Type: BOOK - Published: 2009-01-15 - Publisher: Academic Press

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In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to
Credit Risk Modeling
Language: en
Pages: 328
Authors: David Lando
Categories: Business & Economics
Type: BOOK - Published: 2009-12-13 - Publisher: Princeton University Press

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Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an u
Credit Risk Analytics
Language: en
Pages: 517
Authors: Bart Baesens
Categories: Business & Economics
Type: BOOK - Published: 2016-10-03 - Publisher: John Wiley & Sons

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The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to ef
Credit Risk: Modeling, Valuation and Hedging
Language: en
Pages: 517
Authors: Tomasz R. Bielecki
Categories: Business & Economics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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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
Introduction to Credit Risk Modeling
Language: en
Pages: 386
Authors: Christian Bluhm
Categories: Business & Economics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

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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