Introduction to credit risk modeling / Christian Bluhm, Ludger Overbeck, Christoph Wagner.
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TextSeries: Chapman & Hall/CRC financial mathematics series | Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton, FL : Chapman & Hall/CRC, c2010.Edition: 2nd edDescription: xix, 364 p. : ill. ; 25 cmISBN: - 9781584889922 (hardback)
- 1584889926 (hardback)
- 658.8'80151 22
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| 658.8'27 DEC Creating powerful brands / | 658.8'4 JOH Global marketing : | 658.8'72 BRA The social organization : | 658.8'80151 BLU Introduction to credit risk modeling / | 658.91'33212 CRO Management Policies for Commercial Banks / | 658 CUR Current research in management / | 658 DAF Management / |
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.
uaj 25/04/13
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