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CreditRisk+ in the Banking Industry /

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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

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