Introduction to Credit Risk Modeling

Name: Introduction to Credit Risk Modeling
Brand: Taylor & Francis Ltd
SKU: 2081251
Author: Wagner Christoph

Wagner Christoph, Christian Bluhm, Ludger Overbeck

Taylor & Francis Ltd

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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…

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Výběr knih autorů Wagner Christoph , Christian Bluhm , Ludger Overbeck