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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:
  • Engelska
  • ISBN:
  • 9780691090467
  • Format:
  • Inbunden
  • Sidor:
  • 416
  • Utgiven:
  • 26 Januari 2003
  • Mått:
  • 166x239x33 mm.
  • Vikt:
  • 720 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 29 Juli 2024

Beskrivning 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.

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