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Introduction to Credit Risk Modeling (Hardcover, 2nd edition) Loot Price: R5,219
Discovery Miles 52 190

Introduction to Credit Risk Modeling (Hardcover, 2nd edition)

Christian Bluhm, Ludger Overbeck, Christoph Wagner

Series: Chapman and Hall/CRC Financial Mathematics Series

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Loot Price R5,219 Discovery Miles 52 190 | Repayment Terms: R489 pm x 12*

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Expected to ship within 9 - 15 working days

Contains Nearly 100 Pages of New Material

The recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modeling, Second Edition presents updates on model developments that have occurred since the publication of the best-selling first edition.

New to the Second Edition

  • An expanded section on techniques for the generation of loss distributions
  • Introductory sections on new topics, such as spectral risk measures, an axiomatic approach to capital allocation, and nonhomogeneous Markov chains
  • Updated sections on the probability of default, exposure-at-default, loss-given-default, and regulatory capital
  • A new section on multi-period models
  • Recent developments in structured credit

The financial crisis illustrated the importance of effectively communicating model outcomes and ensuring that the variation in results is clearly understood by decision makers. The crisis also showed that more modeling and more analysis are superior to only one model. This accessible, self-contained book recommends using a variety of models to shed light on different aspects of the true nature of a credit risk problem, thereby allowing the problem to be viewed from different angles.

General

Imprint: Chapman & Hall/CRC
Country of origin: United States
Series: Chapman and Hall/CRC Financial Mathematics Series
Release date: June 2010
First published: June 2010
Authors: Christian Bluhm • Ludger Overbeck • Christoph Wagner
Dimensions: 241 x 161 x 23mm (L x W x T)
Format: Hardcover - Paper over boards
Pages: 364
Edition: 2nd edition
ISBN-13: 978-1-58488-992-2
Categories: Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions
Books > Money & Finance > Credit & credit institutions
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LSN: 1-58488-992-6
Barcode: 9781584889922

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