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Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk Didier Cossin
Libristo kod: 04443575
Nakladnici John Wiley & Sons Inc, studeni 2000
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory an... Cijeli opis
? points 484 b
192.31 €
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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. It shows the mathematical models that help determine optimal collateralisation and marking--to--market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.

Informacije o knjizi

Puni naziv Advanced Credit Risk Analysis - Financial Approaches & Mathematical Models to Assess, Price & Manage Credit Risk
Autor Didier Cossin
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2000
Broj stranica 372
EAN 9780471987239
ISBN 0471987239
Libristo kod 04443575
Nakladnici John Wiley & Sons Inc
Težina 794
Dimenzije 179 x 251 x 26

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Credit & credit institutions
Economics, Finance, Business & Management > Finance & accounting > Accounting
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
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