Книга Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk Didier Cossin

Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk

Автор: Didier Cossin
Език: Английски език
Корици: С твърди корици
Издател: John Wiley & Sons Inc
Наличност: Външен склад
Изпращаме след 10-18 дни
129.40 253.08 лв
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory an...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2000
страници
372
EAN
9780471987239
ISBN
0471987239
Enbook ID
04443575
Издател
Теглоt
794
Размери
179 x 251 x 26

Пълно описание

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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