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| Author(s) :- Wagner Christoph | Format :- Paperback |
| Publisher :- Taylor & Francis Ltd | Pub. Date :- 2024-10-14 |
| ISBN-13 :- 9781032920795 | |
| Series:- Chapman and Hall/CRC Financial Mathematics Series | |
| Edition:- 2 ed | |
| Pagination :- 384 pages, 50 Illustrations, black and white | |
| Dimensions :- 156 x 234 x 24 | |
| Weight :- 586 |
While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred since the publication of the best-selling first edition. It contains a new section on multi-period models and discusses recent developments in structured credit. Along with many wor