000 01568cam a22003614a 4500
001 2010015172
003 DLC
005 20151013135844.0
008 100416s2010 flua b 001 0 eng
010 _a 2010015172
020 _a9781584889922 (hardback)
020 _a1584889926 (hardback)
035 _a(OCoLC)ocn144226506
040 _aDLC
_cDLC
_dYDX
_dBTCTA
_dBAKER
_dYDXCP
_dBWX
_dCDX
_dDLC
716 0 0 _aHG3751
_b.B58 2010
082 0 0 _a658.8'80151
_222
100 1 _aBluhm, Christian.
245 1 0 _aIntroduction to credit risk modeling /
_cChristian Bluhm, Ludger Overbeck, Christoph Wagner.
250 _a2nd ed.
260 _aBoca Raton, FL :
_bChapman & Hall/CRC,
_cc2010.
300 _axix, 364 p. :
_bill. ;
_c25 cm.
440 1 _aChapman & Hall/CRC financial mathematics series
504 _aIncludes bibliographical references and index.
520 _a 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.
590 _auaj 25/04/13
591 _aLoans
650 0 _aCredit
_xManagement
_xMathematical models.
650 0 _aRisk management
_xMathematical models.
700 1 _aOverbeck, Ludger.
700 1 _aWagner, Christoph.
830 0 _aChapman & Hall/CRC financial mathematics series.
942 _2ddc
_cBOOK
999 _c772
_d772