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Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)

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 | #3967041 in eBooks |  2008-05-28 |  2008-05-28 | File type: PDF

||0 of 1 people found the following review helpful.| Uneven Treatment of Corporate Credit Derivatives|By Paul Thurston|This text is a compilation of independent articles compiled and edited by Niklas Wagner. It is common to find repeated material, misprints and other errors in this type of monograph; all of these issues arise in the work by Wagner.

More problematic to this reviewer is that it really isn't clear precise

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results.

Divided into six sections, the book

•          Explores the rapidly developing area of cred...

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