An Introduction to Credit Risk Modeling

Bluhm Christian et al

ISBN 10: 158488326X / ISBN 13: 9781584883265

Edité par Chapman & Hall, London, 2003

A propos de cet article

From an academic library with the usual stamps etc. N° de réf. du vendeur A00021748

Détails bibliographiques

Titre : An Introduction to Credit Risk Modeling

Éditeur : Chapman & Hall, London

Date d'édition : 2003

Reliure : Hard Cover

Etat : Good

Etat de la jaquette : No Jacket

Edition : First Edition.

Type de livre : A00021748

A propos de ce titre

Synopsis :

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques.

An Introduction to Credit Risk Modeling supplies both the bricks and the mortar of risk management. In a gentle and concise lecture-note style, it introduces the fundamentals of credit risk management, provides a broad treatment of the related modeling theory and methods, and explores their application to credit portfolio securitization, credit risk in a trading portfolio, and credit derivatives risk. The presentation is thorough but refreshingly accessible, foregoing unnecessary technical details yet remaining mathematically precise.

Whether you are a risk manager looking for a more quantitative approach to credit risk or you are planning a move from the academic arena to a career in professional credit risk management, An Introduction to Credit Risk Modeling is the book you've been looking for. It will bring you quickly up to speed with information needed to resolve the questions and quandaries encountered in practice.