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Credit risk : models, derivatives, and management /

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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
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