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Introduction to Credit Risk Modeling
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$280.00
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Product Details
Author:
Christian Bluhm, Ludger Overbeck, Christoph Wagner
Format:
Hardcover
Pages:
384
Publisher:
CRC Press (June 2, 2010)
Imprint:
Chapman and Hall/CRC
Language:
English
Audience:
Professional and scholarly
ISBN-13:
9781584889922
Weight:
24.75oz
Dimensions:
6.125" x 9.1875"
File:
TAYLORFRANCIS-TayFran_261023043402017-20261023.xml
Folder:
TAYLORFRANCIS
List Price:
$280.00
Country of Origin:
United States
Pub Discount:
30
Series:
Chapman and Hall/CRC Financial Mathematics Series
Case Pack:
8
As low as:
$266.00
Publisher Identifier:
P-CRC
Discount Code:
H
Overview
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 developments in structured credit. Along with many worked out examples and numerical results, this edition also includes an expanded section on techniques for the generation of loss distributions as well as discussions of new topics, such as spectral risk measures, an axiomatic approach to capital allocation, and nonhomogeneous Markov chains.
