Introduction to credit risk modeling
Auteur :
Bluhm, Christian / Overbeck, Ludger / Wagner, Christoph
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032920795
Date de publication :
14 oct. 2024
Dimensions :
23,4 x 15,6 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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 wor