by PeterN.Posch (Author), Gunter Löeffler (Author)
It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears that market participants failed to understand or to use the models correctly.
Format: Hardcover
Pages: 360
Edition: 2nd Edition
Publisher: John Wiley & Sons
Published: 17 Dec 2010
ISBN 10: 0470660929
ISBN 13: 9780470660928