|
|
Showing 1 - 15 of
15 matches in All Departments
Credit Risk Pricing Models - now in its second edition - gives a
deep insight into the latest basic and advanced credit risk
modelling techniques covering not only the standard structural,
reduced form and hybrid approaches but also showing how these
methods can be applied to practice. The text covers a broad range
of financial instruments, including all kinds of defaultable fixed
and floating rate debt, credit derivatives and collateralised debt
obligations.This volume will be a valuable source for the financial
community involved in pricing credit linked financial instruments.
In addition, the book can be used by students and academics for a
comprehensive overview of the most important credit risk modelling
issues.
Credit Risk Pricing Models - now in its second edition - gives a
deep insight into the latest basic and advanced credit risk
modelling techniques covering not only the standard structural,
reduced form and hybrid approaches but also showing how these
methods can be applied to practice. The text covers a broad range
of financial instruments, including all kinds of defaultable fixed
and floating rate debt, credit derivatives and collateralised debt
obligations.This volume will be a valuable source for the financial
community involved in pricing credit linked financial instruments.
In addition, the book can be used by students and academics for a
comprehensive overview of the most important credit risk modelling
issues.
|
|
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
