Introduction to credit risk modeling /
Bluhm, Christian.
Introduction to credit risk modeling / Christian Bluhm, Ludger Overbeck, Christoph Wagner. - 2nd ed. - Boca Raton, FL : Chapman & Hall/CRC, c2010. - xix, 364 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .
Includes bibliographical references and index.
In the first edition of this book the authors focussed on the description of common mathematical approaches to model credit portfolios. They did not change this philosophy for the second edition. Therefore, they left large parts of the book unchanged in its core message but supplemented the exposition with new model developments and with details omitted in the first edition.
9781584889922 (hardback) 1584889926 (hardback)
2010015172
Credit--Management--Mathematical models.
Risk management--Mathematical models.
658.8'80151
Introduction to credit risk modeling / Christian Bluhm, Ludger Overbeck, Christoph Wagner. - 2nd ed. - Boca Raton, FL : Chapman & Hall/CRC, c2010. - xix, 364 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .
Includes bibliographical references and index.
In the first edition of this book the authors focussed on the description of common mathematical approaches to model credit portfolios. They did not change this philosophy for the second edition. Therefore, they left large parts of the book unchanged in its core message but supplemented the exposition with new model developments and with details omitted in the first edition.
9781584889922 (hardback) 1584889926 (hardback)
2010015172
Credit--Management--Mathematical models.
Risk management--Mathematical models.
658.8'80151