Introduction to Credit Risk Modeling

ISBN: 9781584889922 出版年：2016 页码：386 Bluhm, Christian Overbeck, Ludger Wagner, Christoph CRC Press

Contains Nearly 100 Pages of New MaterialThe 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 Modelin