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Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk (Wiley Series in Financial Engineering)

Didier Cossin, Hugues Pirotte




[PDF.jz88] Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk (Wiley Series in Financial Engineering)

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 | #3832816 in eBooks |  2007-12-10 |  2007-12-10 | File type: PDF

||0 of 0 people found the following review helpful.| Very helpful|By Dr. Lee D. Carlson|The reduced form and structural credit models have been the most popular ones for the pricing of credit sensitive securities and for the estimation of default probabilities and are clearly discussed in this book, along with many other topics of interest to those responsible for the mathematical modeling of credit risk and/or interest rates. Th| |"an ambitious, well-researched book with probably the most comprehensive review of the credit-risk-modelling literature...I eagerly await the next edition" | (Quantitative Finance, March 2001) ||From the Publisher|Credit r

Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management.
The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring ...

You can specify the type of files you want, for your gadget.Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk (Wiley Series in Financial Engineering)   |  Didier Cossin, Hugues Pirotte. I really enjoyed this book and have already told so many people about it!

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