An Introduction to Credit Risk Modeling (Chapman & Hall/Crc Financial Mathematics Series) by Christian Bluhm  (8)
$67.96
|
The Standard & Poor's Guide to Measuring and Managing Credit Risk by Arnaud de Servigny (3)
$40.95
|
Join Amazon Prime and ship Two-Day for free and Overnight for $3.99. Already a member? Sign in.
Customers Who Bought This Item Also Bought
Editorial Reviews
Stuart Turnbull, Canadian Imperial Bank of Commerce, Risk magazine - December 2001
Risk managers and academics will benefit from reading this excellent book. It deserves to become a standard reference.
Book Description
Short listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance
Risk managers and academics will benefit from reading this excellent book. It deserves to become a standard reference.
Book Description
Short listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance
Provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes.
Emphasises fixed income instruments rather than loans, where stochastic future exposures are modelled accurately.
Examines loans, credit derivatives, interest rate derivatives with risky conterparties and convertible bonds.
Provides a thorough analysis of the pricing and hedging of basket credit derivatives and other credit contingent products.
Adapts credit derivative modelling techniques in order to price and hedge the credit component in fixed income derivatives.
It provides a practical discussion of market frictions that impact credit trading.
Complex theoretical issues are illustrated with an unusually high number of examples, tables and figures that have been designed with the practitioner in mind.
It is self-sufficient. Proofs and technicalities are discussed in the appendices of each chapter.
It has both an appendix of 6 papers and is followed by a glossary.
Product Details
Would you like to update product info or give feedback on images?
|
See all 6 customer reviews...
|
Inside This Book Citations: This book cites 15 books | 9 books that cite this book Explore: Citations | Concordance | Text Stats Key Phrases - CAPs: Monte Carlo, New York, Second Edition, John Wiley, Risk Books (more) Browse Sample Pages: Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover | Surprise Me! |
||
Inside This Book
(learn more)
First Sentence:
Measuring and managing credit risk, whether for loans, bonds or derivative securities, has become a key issue for financial institutions. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, New York, Second Edition,
Measuring and managing credit risk, whether for loans, bonds or derivative securities, has become a key issue for financial institutions. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, New York, Second Edition,