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Risk Books Theory & Practice of Credit Risk Modelling

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Description

Edited and introduced by Alexander Lipton, the leading expert in the field of credit modelling, this collection of technical papers on this complex area of financial engineering is the first book in the new Cutting Edge series. Contributions have been gathered from 32 authors, including some of the most well known names in the field: Oldrich Vasicek, who received a Lifetime Achievement Award from Risk, and Leif Andersen, Michael Gordy, Alexander Lipton, Richard Martin, and Philip Schönbucher all of whom have received Quant of the Year Awards from Risk. The book is divided into three main sections: defaults of individual obligors, defaults in large portfolios, and defaults in medium and small portfolios, and will be of great interest to practitioners and academics alike.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 June 2008
Listed Since
08 September 2008

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