Introduction to Credit Risk Modeling

by Ludger Overbeck, Christoph Wagner, Christian Bluhm

Book Overview

Contains Nearly 100 Pages of New Material

The recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modeling, Second Edition presents updates on model developments that have occurred...

• Format: Paperback
• Language: English
• ISBN: 1032920793
• ISBN13: 9781032920795
• Release Date: October 2024
• Publisher: CRC Press
• Length: 384 Pages