Creditrisk+ in the Banking Industry Matthias Gundlach

ISBN: 9783642058547

Published: December 6th 2010

Paperback

369 pages


Description

Creditrisk+ in the Banking Industry  by  Matthias Gundlach

Creditrisk+ in the Banking Industry by Matthias Gundlach
December 6th 2010 | Paperback | PDF, EPUB, FB2, DjVu, AUDIO, mp3, RTF | 369 pages | ISBN: 9783642058547 | 9.29 Mb

CreditRisk+ is a 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 riskMoreCreditRisk+ is a 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. This timely book will be an indispensable tool.



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