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Introduction to Credit Risk Modeling

Bag om Introduction to Credit Risk Modeling

While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred since the publication of the best-selling first edition. It contains a new section on multi-period models and discusses recent developments in structured credit. Along with many wor

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781032920795
  • Indbinding:
  • Paperback
  • Sideantal:
  • 384
  • Udgivet:
  • 14. oktober 2024
  • Udgave:
  • 2
  • Størrelse:
  • 156x234x0 mm.
  • Vægt:
  • 707 g.
  • 2-4 uger.
  • 24. december 2024
På lager
Forlænget returret til d. 31. januar 2025

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While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred since the publication of the best-selling first edition. It contains a new section on multi-period models and discusses recent developments in structured credit. Along with many wor

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