Credit Risk
Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series)
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Word Count
108,000 words, Guess
Page Count
432 pages
Physical Format
Hardcover
Identifiers
- Internet Archivecreditriskmodels0000unse
- ISBN-101584889942
- ISBN-139781584889946
- Goodreads6415810
- LibraryThing7123524
and 5 more
- Library of Congress Control Number2008000095
- OCLC Control Number237046352
- OCLC Control Number190860034
- Better World Books9781584889946
- Open LibraryOL12313898M
Classifications
- LCCHG6024.A3 C78 2008
- LCCHG6024.A3C78 2008
- LCCHG6024.A3 C78 2008eb
Description
This volume 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. It focuses on new products and their applications in the financial services industry and addresses the growing market of credit derivatives. The expert contributors examine issues specific to certain geographic areas, such as Latin America, Argentina, and the United States, and discuss recent cases of corporate bankruptcy, including Tyco, Worldcom, Enron, and Parmalat. The book also covers default and recovery risks, credit ratings, and applications within the Basel II framework.
Subjects
Other Editions
- Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series)
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