- Paperback: 399 pages
- Publisher: Risk Books (December 14, 2005)
- Language: English
- ISBN-10: 190433976X
- ISBN-13: 978-1904339762
- Product Dimensions: 6.1 x 1.1 x 9.2 inches
- Shipping Weight: 2.3 pounds (View shipping rates and policies)
- Average Customer Review: 4.0 out of 5 stars See all reviews (1 customer review)
- Amazon Best Sellers Rank: #5,245,885 in Books (See Top 100 in Books)
Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
To get the free app, enter your mobile phone number.
Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation
Use the Amazon App to scan ISBNs and compare prices.
Customers who viewed this item also viewed
About the Author
Michael Pykhtin is a vice president in the Credit Analytics group at Bank of America in Chicago. He is responsible for developing new credit risk methodologies for the bank’s portfolio of derivatives and other capital market products. Prior to joining Bank of America in 2005, Michael was a vice president in the Capital Allocation & Quantitative Analysis group at KeyCorp in Cleveland. His main responsibility was developing models of credit risk and economic capital for the bank’s portfolio of loans and other assets. Prior to joining KeyCorp in 2000, Michael was a researcher in theoretical physics, studying vibrational dynamics at surfaces and interfaces of materials. Michael has been a frequent contributor to Risk magazine’s Cutting Edge section. He holds a PhD degree in physics from the University of Pennsylvania.
Browse award-winning titles. See more
If you are a seller for this product, would you like to suggest updates through seller support?