TY  - BOOK
AU  - Bluhm,Christian
AU  - Overbeck,Ludger
AU  - Wagner,Christoph
TI  - Introduction to credit risk modeling
SN  - 9781584889922 (hardback)
U1  - 658.8'80151 22
PY  - 2010///
CY  - Boca Raton, FL
PB  - Chapman & Hall/CRC
KW  - Credit
KW  - Management
KW  - Mathematical models
KW  - Risk management
N1  - Includes bibliographical references and index
N2  -  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
ER  -