Credit Risk: Models, Derivatives, and Management (Chapman & Hall/CRC Financial Mathematics Series)

by NiklasWagner (Editor)

• New

  Illustrated
  2008

  $202.37

  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.