Advanced Credit Risk Analysis

Advanced Credit Risk Analysis  (English, Hardcover, Cossin Didier)

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Author
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Highlights
  • Language: English
  • Binding: Hardcover
  • Publisher: John Wiley & Sons Inc
  • Genre: Business & Economics
  • ISBN: 9780471987239, 9780471987239
  • Pages: 400
Description
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management. The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.
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Specifications
Book Details
Imprint
  • John Wiley & Sons Inc
Dimensions
Width
  • 27 mm
Height
  • 251 mm
Length
  • 175 mm
Weight
  • 822 gr
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