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CreditRisk+ in the Banking Industry

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga CreditRisk+ in the Banking Industry Matthias Gundlach
Libristo kod: 01651179
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, prosinac 2010
CreditRisk+ is a widely implemented default-mode model of portfolio credit risk, based on a methodol... Cijeli opis
? points 301 b
119.65 €
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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. It gives an introduction to the model itself and to its ability to describe, manage and price credit risk. This timely book will be an indispensable tool.

Informacije o knjizi

Puni naziv CreditRisk+ in the Banking Industry
Autor Matthias Gundlach, Frank Lehrbass
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2010
Broj stranica 369
EAN 9783642058547
ISBN 364205854X
Libristo kod 01651179
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 587
Dimenzije 155 x 235 x 21

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Banking
Economics, Finance, Business & Management > Finance & accounting > Finance > Credit & credit institutions
Mathematics & Science > Mathematics > Applied mathematics
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