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INTRODUCTION TO CREDIT RISK MODELING
BLUHM C., OVERBECK L., WAGNER C. wydawnictwo: CHAPMAN AND HALL , rok wydania 2003, wydanie I cena netto: 305.00 Twoja cena 289,75 zł + 5% vat - dodaj do koszyka In today's increasingly
competitive financial world, successful risk management, portfolio management, and
financial structuring demand more than up-to-date financial know-how. They also call for
quantitative expertise, including the ability to effectively apply mathematical modeling
tools and techniques.
An Introduction to Credit Risk Modeling supplies both the bricks and the mortar of risk
management. In a gentle and concise lecture-note style, it introduces the fundamentals of
credit risk management, provides a broad treatment of the related modeling theory and
methods, and explores their application to credit portfolio securitization, credit risk in
a trading portfolio, and credit derivatives risk. The presentation is thorough but
refreshingly accessible, foregoing unnecessary technical details yet remaining
mathematically precise.
Whether you are a risk manager looking for a more quantitative approach to credit risk or
you are planning a move from the academic arena to a career in professional credit risk
management, An Introduction to Credit Risk Modeling is the book you've been looking for.
It will bring you quickly up to speed with information needed to resolve the questions and
quandaries encountered in practice.
Features
Concisely presents the most fundamental and up-to-date concepts of credit portfolio
management
Introduces modeling frameworks such as KMV, CreditMetrics, and CreditRisk+
Presents best practices in credit risk modeling
Keeps mathematical proofs to a minimum while remaining mathematically solid
290 pages
Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub
anglojęzyczny jest aktualnie na półce księgarni.
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