Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk
Didier Cossin
€ 136.05
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Description for Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk
Hardback. Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management. The book stresses the logic of theoretical models from the structural and the reduced--form kind, their applications and extensions. Series: Wiley Series in Financial Engineering. Num Pages: 372 pages, Illustrations25 cm. BIC Classification: KFFL; KJQ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 257 x 179 x 26. Weight in Grams: 834.
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management.
The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management.
The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.
Product Details
Format
Hardback
Publication date
2000
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
372
Condition
New
Series
Wiley Series in Financial Engineering
Number of Pages
400
Place of Publication
New York, United States
ISBN
9780471987239
SKU
V9780471987239
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Didier Cossin
DIDIER COSSIN is Professor of Finance at HEC, Lausanne and Adjunct Professor at The International Institute of Management Development (IMD), Lausanne. He has previously taught at Harvard University (where he won two Derek Bok Awards for excellence in teaching) and was a Fulbright Fellow at the Massachusetts Institute of Technology. He holds a PhD from Harvard University and has also ... Read more
Reviews for Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk
"... an ambitious, well-researched book with probably the most comprehensive review of the credit-risk-modelling literature.... I eagerly await the next edition." (Quantitative Finance, March 2001)