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 ...
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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.
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Add this copy of CreditRisk+ in the Banking Industry to cart. $111.39, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
10538072263
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Seller's Description:
New. Print on demand Contains: Illustrations, black & white. Springer Finance . XII, 369 p. 46 illus. Intended for professional and scholarly audience.
Add this copy of Creditrisk+ in the Banking Industry (Springer Finance) to cart. $140.56, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2010 by Springer.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Creditrisk+ in the Banking Industry (Springer Finance) to cart. $186.90, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2010 by Springer.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Creditrisk+ in the Banking Industry to cart. $79.00, new condition, Sold by discount_scientific_books rated 4.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2004 by Springer.
Add this copy of Creditrisk+ in the Banking Industry to cart. $81.84, new condition, Sold by discount_scientific_books rated 4.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2004 by Springer.
