Advanced credit risk analysis : financial approaches and mathematical models to assess, price, and manage credit risk
Year of publication: |
2001
|
---|---|
Authors: | Cossin, Didier ; Pirotte, Hugues |
Publisher: |
Chichester : Wiley |
Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
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CreditRisk+ in the banking industry
Gundlach, Matthias, (2004)
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Aktives Management von Corporate-Bond-Portfolios und Kreditrisiken
Hagenstein, Frank, (2006)
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Measuring risk in complex stochastic systems
Franke, Jürgen, (2000)
- More ...
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How well do classical credit risk pricing models fit swap transaction data?
Cossin, Didier, (1996)
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Swap credit risk : an empirical investigation on transaction data
Cossin, Didier, (1996)
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Cossin, Didier, (2001)
- More ...