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Christian Bluhm,Ludger Overbeck,Christoph Wagner

Introduction to Credit Risk Modeling

Introduction to Credit Risk Modeling

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  • More about Introduction to Credit Risk Modeling

Format: Paperback / softback
Length: 384 pages
Publication date: 14 October 2024
Publisher: Taylor & Francis Ltd

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

Weight: 453g
Dimension: 234 x 156 (mm)
ISBN-13: 9781032920795
Edition number: 2 ed

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