Credit risk: models, derivatives, and management
Éditeur :
Taylor & Francis Inc
ISBN :
9781584889946
Date de publication :
28 mai 2008
Dimensions :
25,4 x 17,8 cm
Poids :
1300 g
Langue :
Anglais
Pays d'origine :
USA
Illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. This volume focuses on the application of products in the financial services industry and the market of credit derivatives.