Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk (Wiley Series in Financial Engineering) [9780471987239]

Name: Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk (Wiley Series in Financial Engineering) [9780471987239]
SKU: 9780471987239
Availability: InStock

Author: Didier Cossin Hugues Pirotte

Hardcover

SKU: 9780471987239

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Format Sturdy and long-lasting. Ideal for libraries and classrooms, and a polished choice for corporate gifts, leadership programs, or event takeaways.

Hardcover

Price $188.00

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Overview

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.

The book, Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk (Wiley Series in Financial Engineering) [Bulk, Wholesale, Quantity] ISBN#9780471987239 in Hardcover by Didier Cossin, Hugues Pirotte may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Author:

Didier Cossin Hugues Pirotte

Format:

Hardcover

Publication Date:

01/02/2001

ISBN-13:

9780471987239

Pages:

400

Publisher:

Wiley

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