Introduction to Credit Risk Modeling
Contenu
While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred since the publication of the best-selling first edition. It contains a new section on multi-period models and discusses recent developments in structured credit. Along with many wor
Informations bibliographiques
octobre 2024, 384 Pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-1-032-92079-5