CreditRisk+ in the Banking Industry (Springer Finance) - Image 1

£75.93

Springer CreditRisk+ in the Banking Industry (Springer Finance)

Name: CreditRisk+ in the Banking Industry (Springer Finance)
Brand: Springer
Price: 76.61 GBP
Availability: InStock

Banking

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Description

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 used in the banking industry. It gives an introduction to the model itself and to its ability to describe, manage and price credit risk. The book is intended for an audience of practitioners in banking and finance, as well as for graduate students and researchers in the field of financial mathematics and banking. It contains carefully refereed contributions from experts in the field, selected for mutual consistency and edited for homogeneity of style, notation, etc. The discussion ranges from computational methods and extensions for special forms of credit business to statistical calibrations and practical implementations. This unique and timely book constitutes an indispensable tool for both practitioners and academics working in the evaluation of credit risk.

Product Specifications

Brand: Springer
Format: Paperback
ASIN: 364205854X
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Banking
Domain: Amazon UK
Release Date: 06 December 2010
Listed Since: 20 September 2010

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Springer CreditRisk+ in the Banking Industry (Springer Finance)

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