Name: creditrisk+ in the banking industry (en Inglés)
SKU: 24880074
Price: 1539.24 MXN
Availability: InStock
Author: Gundlach, Matthias ; Lehrbass, Frank
ISBN: 9783642058547

portada creditrisk+ in the banking industry (en Inglés)

creditrisk+ in the banking industry (en Inglés)

Formato

Libro Físico

Ilustrado por

Matthias Gundlach

Frank Lehrbass

Editorial

Springer

Autor

Gundlach, Matthias ; Lehrbass, Frank

Año

2010

Idioma

Inglés

N° páginas

369

Encuadernación

Tapa Blanda

Dimensiones

23.4x15.6x2 cm

Peso

0.54 kg.

ISBN

364205854x

ISBN13

9783642058547

Categorías

Banca
Matemáticas aplicadas

creditrisk+ in the banking industry (en Inglés)

Matthias Gundlach (Ilustrado por) · Frank Lehrbass (Ilustrado por) · Springer · Tapa Blanda

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Reseña del libro "creditrisk+ in the banking industry (en Inglés)"

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.