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An Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series)
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| List Price: | £56.99 |
| Price: | £50.11 & eligible for FREE Super Saver Delivery on orders over £5. Details |
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Product Description
In a concise lecture-note style, An Introduction to Credit Risk Modeling introduces the fundamentals of credit risk management, provides a full treatment of the related modeling theory and methods, and explores important applications, such as credit portfolio securitization. The presentation is thorough but accessible, foregoing unnecessary technical details yet remaining mathematically precise. Designed for risk managers looking for a quantitative approach to credit risk and for quantitative specialists moving from the academic to professional financial arenas, this book brings readers quickly up to speed with information needed to resolve the questions and quandaries encountered in practice.
Product Details
- Amazon Sales Rank: #537929 in Books
- Published on: 2002-09-27
- Original language: English
- Number of items: 1
- Binding: Hardcover
- 297 pages
Editorial Reviews
From the Back Cover
In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques.
An Introduction to Credit Risk Modeling supplies both the bricks and the mortar of risk management. In a gentle and concise lecture-note style, it introduces the fundamentals of credit risk management, provides a broad treatment of the related modeling theory and methods, and explores their application to credit portfolio securitization, credit risk in a trading portfolio, and credit derivatives risk. The presentation is thorough but refreshingly accessible, foregoing unnecessary technical details yet remaining mathematically precise.
Whether you are a risk manager looking for a more quantitative approach to credit risk or you are planning a move from the academic arena to a career in professional credit risk management, An Introduction to Credit Risk Modeling is the book you've been looking for. It will bring you quickly up to speed with information needed to resolve the questions and quandaries encountered in practice.
