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Introduction to credit risk modeling, second edition /

Bibliographic Details
Main Authors: Bluhm, Christian (Author), Overbeck, Ludger (Author), Wagner, Christoph (Author)
Corporate Authors: Taylor & Francis, Taylor and Francis
Format: eBook
Language:English
Published: Boca Raton, FL : Chapman and Hall/CRC, an imprint of Taylor and Francis, 2010.
Edition:Second edition.
Series:Chapman and Hall/CRC financial mathematics series.
Subjects:
Credit > Management > Mathematical models.
Risk management > Mathematical models.
BUSINESS & ECONOMICS / Finance.
BUSINESS & ECONOMICS > Industrial Management.
BUSINESS & ECONOMICS > Management Science.
BUSINESS & ECONOMICS > Management.
BUSINESS & ECONOMICS > Organizational Behavior.
MATHEMATICS / Probability & Statistics / General.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • chapter 1 The Basics of Credit Risk Management
  • chapter 2 Modeling Correlated Defaults
  • chapter 3 Asset Value Models
  • chapter 4 The CreditRisk+ Model
  • chapter 5 Risk Measures and Capital Allocation
  • chapter 6 Term Structure of Default Probability
  • chapter 7 Credit Derivatives
  • chapter 8 Collateralized Debt Obligations.