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Credit Risk: Models and Management, Second Edition Hardcover – April, 2004

5.0 out of 5 stars 1 customer review

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Product Details

  • Hardcover: 638 pages
  • Publisher: Risk Books; 2nd edition (April 2004)
  • Language: English
  • ISBN-10: 1904339212
  • ISBN-13: 978-1904339212
  • Product Dimensions: 6.2 x 1.6 x 9.2 inches
  • Shipping Weight: 3.4 pounds
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Best Sellers Rank: #4,212,106 in Books (See Top 100 in Books)

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Top Customer Reviews

Format: 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.
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