Credit risk
models, derivatives, and management
- ISBN: 9781584889946
- Editorial: Taylor & Francis Ltd.
- Fecha de la edición: 2008
- Lugar de la edición: Hants. Reino Unido
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 571
- Idiomas: Inglés
Papel: Cartoné
84,22 €
75,80 €
Sin Stock. Disponible en 5/6 semanas.
This volume 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. It focuses on the application of new products in the financial services industry and the growing market of credit derivatives.
Ed. Niklas Wagner
