CreditRisk+ in the Banking Industry

CreditRisk+ in the Banking Industry
  • Engels
  • Hardcover
  • 9783540207382
  • Druk: 2004 ed.
  • juni 2004
  • 369 pagina's
Alle productspecificaties

Samenvatting

CreditRisk+ is a widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which is widely used in the banking industry. It gives an introduction to the model itself and to its ability to describe, manage and price credit risk. This timely book will be an indispensable tool.

Recensie(s)

From the reviews: It is an edited collection of articles written by practicing financial engineers about different applications and extensions of CreditRisk+. ... The book is quite technical, largely targeting financial engineers working in credit risk measurement. ... For financial engineers or researchers who want to understand CreditRisk+ and related techniques, this is the essential book. (www.riskbook.com, May, 2006)

Productspecificaties

Inhoud

Taal
Engels
Bindwijze
Hardcover
Druk
2004 ed.
Verschijningsdatum
2004-06-01
Aantal pagina's
369 pagina's
Illustraties
Nee

Betrokkenen

Auteur
Matthias Gundlach Frank Lehrbass
Co-auteur
Frank Lehrbass
Redacteur
Matthias Gundlach
Co-redacteur
Matthias Gundlach
Uitgever
Springer

EAN

EAN
9783540207382

Overige kenmerken

Extra groot lettertype
Nee
Oorspronkelijke releasedatum
2004-06-18
Thema Subject Code
KFF

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