Credit Risk Modeling
Subtitle: Theory and Applications (Princeton Series in Finance)
Publisher: Princeton University Press
Published: June 1, 2004
Language: eng
Format: Hardcover
Number of pages: 320
ISBN-13: 9780691089294
Subjects: Applied mathematics; Credit & credit institutions; Finance; Business/Economics; Business & Economics; Business / Economics / Finance; Risk management; Financial management; Banks & Banking; Business & Economics / Economics / Theory; Economics; Economics - Theory; Credit; Management
Description: "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."--BOOK JACKET.