Advanced Credit Risk Analysis
Publisher: Wiley
Published: June 9, 2000
Language: eng
Format: Hardcover
Number of pages: 400
ISBN-13: 9780471987239
Subjects: Business mathematics; Credit & credit institutions; Finance; Credit; Business & Economics; Business / Economics / Finance; Business/Economics; Risk management; Financial management; Accounting - General; Business & Economics / Finance; Management
First sentence: Most of the classical literature on credit risk tends to bear on traditional actuarial methods of credit risk (see Caouette et al., 1998 for a survey of these; see also for a critical approach Duffee, 1995 a, b).