|
|||||||||||||||||||||||||||||||||||
|
1 Review
|
Average Customer Review
Share your thoughts with other customers
Create your own review
|
|
Most Helpful First | Newest First
|
|
2 of 3 people found the following review helpful:
5.0 out of 5 stars
30 Years of The Best Papers in Credit,
By A Customer
This review is from: Credit Risk: Models and Management, Second Edition (Hardcover)
This excellent update to Shimko's first edited piece is superb in both breadth and quality.
Yes - some of the papers have appeared in journals or books before but never have all of these papers spanning the last and most critical 30 years in credit risk management. From Merton and Jarrow/Turnbull to more recent practitioners perspectives on credit risk from both the buy- and sell-sides of the business, this book provides a comprehensive reference piece. This is a must have reference book for any serious credit quant and essential reading for anyone interested in getting up the curve. A great effort edited by David Shimko and interesting to see Barra sponsoring this publication - they seem to be doing more and more in credit these days. |
|
Most Helpful First | Newest First
|
|
Credit Risk: Models and Management, Second Edition by David Shimko (Hardcover - Apr. 2004)
Used & New from: $110.00
| |
| ||
