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Credit Risk

- Pricing, Measurement, and Management

Om Credit Risk

Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is intended as a resource for researchers and students.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9780691090467
  • Bindende:
  • Hardback
  • Sider:
  • 416
  • Utgitt:
  • 26. januar 2003
  • Dimensjoner:
  • 166x239x33 mm.
  • Vekt:
  • 720 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 27. januar 2025

Beskrivelse av Credit Risk

Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is intended as a resource for researchers and students.

Brukervurderinger av Credit Risk



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