An introduction to credit risk modeling /
Bluhm, Christian.
An introduction to credit risk modeling / - Boca Raton, Fla. : Chapman & Hall/CRC, c2003. - 297 p. : - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references (p. 283-291) and index.
Introduces the fundamentals of credit risk management, provides a full treatment of the related modeling theory and methods, and explores important applications, such as credit portfolio securitization. This book is designed for risk managers looking for a quantitative approach to credit risk.
158488326X (alk. paper) 9781584883265
Credit
Risk management
HG3751 / .B58 2003
332.7
An introduction to credit risk modeling / - Boca Raton, Fla. : Chapman & Hall/CRC, c2003. - 297 p. : - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references (p. 283-291) and index.
Introduces the fundamentals of credit risk management, provides a full treatment of the related modeling theory and methods, and explores important applications, such as credit portfolio securitization. This book is designed for risk managers looking for a quantitative approach to credit risk.
158488326X (alk. paper) 9781584883265
Credit
Risk management
HG3751 / .B58 2003
332.7