- Series: Springer Finance
- Hardcover: 369 pages
- Publisher: Springer; 2004 edition (November 19, 2004)
- Language: English
- ISBN-10: 3540207384
- ISBN-13: 978-3540207382
- Product Dimensions: 6.1 x 0.9 x 9.2 inches
- Shipping Weight: 1.6 pounds (View shipping rates and policies)
- Amazon Best Sellers Rank: #4,315,861 in Books (See Top 100 in Books)
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CreditRisk+ in the Banking Industry 2004th Edition
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From the reviews:
"It is an edited collection of articles written by practicing financial engineers about different applications and extensions of CreditRisk+. … The book is quite technical, largely targeting financial engineers working in credit risk measurement. … For financial engineers or researchers who want to understand CreditRisk+ and related techniques, this is the essential book." (www.riskbook.com, May, 2006)
About the Author
Matthias Gundlach: Ph.D. in Mathematics (University of Warwick, UK), 8 years of research and teaching of mathematics (stochastics, dynamical systems, applied mathematics) at the University of Bremen (Germany), habilitation in mathematics (1999, University of Bremen). Since 2000 expert for credit risk modeling in Aareal Bank AG, Wiesbaden, Germany.
Frank Lehrbass: Ph.D. in Economics (University of Dortmund, FRG), 10 years of working experience in investment banking (index, equity, interest rate, hybrid, credit derivatives, trading systems & artificial intelligence) and credit risk management. Since 2002 Head of Portfolio Management / Structured Investments, Credit Treasury, Deutsche Genossenschafts-Hypothekenbank AG, Hamburg, Germany.
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