Credit Risk (English, Niklas Wagner)-69% OFF
Chapman and Hall/CRC

Credit Risk (English, Niklas Wagner)

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Book Details

ISBN-139781584889946
ISBN-101584889942

Product Description

About the Book

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management 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. Divided into six sections, the book - Explores the rapidly developing area of credit derivative products, including iTraxx Futures, i…

ISBN: 9781584889946

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