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Introduction to Credit Risk Modeling

Wagner Christoph

9781032920795

Introduction to Credit Risk Modeling - Wagner Christoph - 9781032920795 onload="displayBookAvailableStatusC()"/>
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Additional Information
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
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Description

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

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