Credit Risk

Models, Derivatives, and Management
Herausgeber: Wagner, Niklas

• Gebundenes Buch

Produktbeschreibung

Illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. This volume focuses on the application of products in the financial services industry and the market of credit derivatives.

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Inc
• Seitenzahl: 598
• Erscheinungstermin: 28. Mai 2008
• Englisch
• Abmessung: 183mm x 261mm x 40mm
• Gewicht: 1268g
• ISBN-13: 9781584889946
• ISBN-10: 1584889942
• Artikelnr.: 24784956

Autorenporträt

Niklas Wagner

Inhaltsangabe

Preface. A View on Credit Derivatives.Credit Risk
Spreads
and Spread Determinants.Credit Risk Modeling and Pricing.Default Risk
Recovery Risk
and Rating.Credit Risk Dependence and Dependent Defaults.Options
Portfolios
and Pricing Loss Distribution Tranches. Index.