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Creditrisk+ in the Banking Industry
. Ed(S): Gundlach, Matthais; Lehrbass, Frank
€ 135.27
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Description for Creditrisk+ in the Banking Industry
Hardback. CreditRisk+ is a widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of the developments of the credit risk model CreditRisk+, which is widely used in the banking industry. It gives an introduction to the model itself. Editor(s): Gundlach, Matthais; Lehrbass, Frank. Series: Springer Finance. Num Pages: 381 pages, 46 black & white illustrations, biography. BIC Classification: KFFK; KFFL; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 22. Weight in Grams: 680.
CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which is widely used in the banking industry. It gives an introduction to the model itself and to its ability to describe, manage and price credit risk. The book is intended for an audience of practitioners in banking and finance, as well as for graduate students and researchers in the field of financial mathematics and banking. ... Read more
Show LessProduct Details
Format
Hardback
Publication date
2004
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
381
Condition
New
Series
Springer Finance
Number of Pages
369
Place of Publication
Berlin, Germany
ISBN
9783540207382
SKU
V9783540207382
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Gundlach, Matthais; Lehrbass, Frank
Matthias Gundlach: Ph.D. in Mathematics (University of Warwick, UK), 8 years of research and teaching of mathematics (stochastics, dynamical systems, applied mathematics) at the University of Bremen (Germany), habilitation in mathematics (1999, University of Bremen). Since 2000 expert for credit risk modeling in Aareal Bank AG, Wiesbaden, Germany. Frank Lehrbass: Ph.D. in ... Read more
Reviews for Creditrisk+ in the Banking Industry
From the reviews: "It is an edited collection of articles written by practicing financial engineers about different applications and extensions of CreditRisk+. … The book is quite technical, largely targeting financial engineers working in credit risk measurement. … For financial engineers or researchers who want to understand CreditRisk+ and related techniques, this is the essential ... Read more