Introduction to credit risk modeling, second edition

by Christian Bluhm, Ludger Overbeck and Christoph Wagner

chapter 1 The Basics of Credit Risk Management -- chapter 2 Modeling Correlated Defaults -- chapter 3 Asset Value Models -- chapter 4 The CreditRisk+ Model -- chapter 5 Risk Measures and Capital Allocation -- chapter 6 Term Structure of Default Probability -- chapter 7 Credit Derivatives -- chapter 8 Collateralized Debt Obligations.

MoreLess

Year of publication:	2010 ; Second edition.
Authors:	Bluhm, Christian ; Overbeck, Ludger ; Wagner, Christoph
Institutions:	Taylor and Francis. (contributor)
Publisher:	Boca Raton, FL : Chapman and Hall/CRC, an imprint of Taylor and Francis,
Subject:	Kreditrisiko \| Credit risk \| Risikomanagement \| Risk management \| Theorie \| Theory

Extent:	1 online resource (384 pages) 68 illustrations.
Series:	Chapman and Hall/CRC financial mathematics series
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-58488-993-9
Other identifiers:	10.1201/9781584889939 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015069010