Credit risk modeling : theory and applications /

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"Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researc...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lando, David, 1964-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, NJ : Princeton University Press, ©2004.
Colección:Princeton series in finance.
Temas:
Credit > Management.
Risk management.
Financial institutions > Management.
Risk Management
Crédit > Gestion.
Gestion du risque.
Institutions financières > Gestion.
risk management.
BUSINESS & ECONOMICS > Finance.
BUSINESS & ECONOMICS / Economics / Theory
Kreditrisiko
Wiskundige modellen.
Stochastische processen.
Kredietwaardigheid.
Acceso en línea:Texto completo
Descripción
Sumario:"Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk."--Jacket.
Descripción Física:1 online resource (xvi, 310 pages) : illustrations.
Bibliografía:Includes bibliographical references (pages 297-306) and index.
ISBN:9781400829194
1400829194

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