Credit Risk Modeling: Theory and Applications
Credit Risk Modeling: Theory and Applications
Princeton University Press | June 1, 2004 | ISBN-10: 0691089299 | 320 pages | PDF | 2.02 MB
Princeton University Press | June 1, 2004 | ISBN-10: 0691089299 | 320 pages | PDF | 2.02 MB
Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk.