CreditRisk+ in the Banking Industry /

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 use...

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Bibliographic Details

Main Author:	Gundlach, Matthias
Corporate Author:	SpringerLink (Online service)
Other Authors:	Lehrbass, Frank
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:	Springer finance.
Subjects:	Mathematics. Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book