CreditRisk+ in the Banking Industry (Springer Finance)

by Matthias Gundlach (Editor), Frank Lehrbass (Editor)

• New

  Hardcover
  2004

  $155.86

  CreditRisk+ is a widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which is widely used in the banking industry.