TY - BOOK AU - Bluhm,Christian AU - Overbeck,Ludger AU - Wagner,Christoph TI - An introduction to credit risk modeling SN - 158488326X (alk. paper) AV - HG3751 .B58 2003 U1 - 332.7 PY - 2003/// CY - Boca Raton, Fla. PB - Chapman & Hall/CRC KW - Credit KW - Risk management N1 - Includes bibliographical references (p. 283-291) and index N2 - 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 UR - http://www.loc.gov/catdir/enhancements/fy0646/2002073623-d.html ER -