Credit risk : models, derivatives, and management /

Illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. This volume focuses on the application of products in the financial services industry and the market of credit d...

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Bibliographic Details

Corporate Author:	Taylor & Francis
Other Authors:	Wagner, Niklas F., 1969-
Format:	eBook
Language:	English
Published:	[Boca Raton, Fla.] : CRC Press, ©2008.
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Credit derivatives > Mathematical models. Risk management > Mathematical models. Instruments dérivés de crédit > Modèles mathématiques. Gestion du risque > Modèles mathématiques. Risk management > Mathematical models Electronic books.
Online Access:	Connect to the full text of this electronic book