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Optimal Control of Credit Risk
Cossin, Didier; Aparicio, Felipe M.
€ 121.25
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Description for Optimal Control of Credit Risk
Hardback. Presents an alternative methodology to deal with a financial problem: the control of credit risk. This monograph includes chapters that review the main avenues of literature related to our problem; provide a brief overview of the main optimal control principles; and, present the models and their setting. Series: Advances in Computational Management Science. Num Pages: 102 pages, biography. BIC Classification: KFF; KJS. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 13. Weight in Grams: 347.
Optimal Control of Credit Risk presents an alternative methodology to deal with a financial problem that has not been well analyzed yet: the control of credit risk. Credit risk has become recently the center of interest of the financial community, with new instruments (such as Credit Risk Derivatives) and new methodologies (such as Credit Metrics) being developed. The recent literature has focused on the pricing of credit risk. On the other hand, practitioners tend to eliminate credit risk rather than price it. They do so via collateralization. The authors propose here a ... Read more
Optimal Control of Credit Risk presents an alternative methodology to deal with a financial problem that has not been well analyzed yet: the control of credit risk. Credit risk has become recently the center of interest of the financial community, with new instruments (such as Credit Risk Derivatives) and new methodologies (such as Credit Metrics) being developed. The recent literature has focused on the pricing of credit risk. On the other hand, practitioners tend to eliminate credit risk rather than price it. They do so via collateralization. The authors propose here a ... Read more
Product Details
Format
Hardback
Publication date
2001
Publisher
Kluwer Academic Publishers United States
Number of pages
102
Condition
New
Series
Advances in Computational Management Science
Number of Pages
102
Place of Publication
Dordrecht, Netherlands
ISBN
9780792379386
SKU
V9780792379386
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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