Cossin, Didier, Pirotte, Hugues
Description
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management.
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The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.
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Genres
No genres specified
Tags
Risk management
CREDIT_MANAGEMENT
Reading Moods
Suspenseful & Thrilling
Contributors
No contributors specified
Publishing Info
Publisher
Wiley
Month-Year
Jun, 2000
ISBN
ISBN-13: 9780471987239
ISBN-10: 0471987239
Language
English
No. of Pages
400
Format
Hardcover
Awards & Recognition
No awards specified
Available at
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