Modeling Credit Risk and Pricing Credit Derivatives

by Martin Wolf

Inhaltsangabe: Abstract: Banks are financial intermediaries originating loans and consequently facing credit risk. Credit risk can be defined as the risk of losses caused by the default or by the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838647831
• ISBN13: 9783838647838
• Release Date: November 2001
• Publisher: Diplom.de
• Length: 148 Pages
• Weight: 0.44 lbs.
• Dimensions: 0.3" x 5.8" x 8.3"