Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess
Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess
Editorial Reviews
Book Description
Credit Risk measurement and management has undergone revolutionary changes in the last few years, with both banks and investors having to look at and re-evaluate their approach to credit risk. This new edition will highlight the new areas of interest in credit risk analysis and will contain new or expanded chapters on credit derivatives, sovereign risk, portfolio management and optimisation, regulatory issues etc. It will also reflect the new developments in both theory and practice that have arisen since the first edition was published.
Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess,Didier Cossin,Halsted Press,0470852720,Business & Economics,Business / Economics / Finance,Business/Economics,Credit,Finance,Mathematical Models In Economics,Risk assessment & analysis for business
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