Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk: 73 (Wiley Series in Financial Engineering)

Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk: 73 (Wiley Series in Financial Engineering)

by Pirotte (Author), Cossin (Author)

Synopsis

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.

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More Information

Format: Illustrated
Pages: 372
Edition: 1
Publisher: John Wiley & Sons
Published: 13 Dec 2000

ISBN 10: 0471987239
ISBN 13: 9780471987239