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Introduction to Credit Risk Modeling

af Christian Bluhm
Introduction to Credit Risk Modeling af Christian Bluhm
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.
  • 29. november 2024
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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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