Chapman and Hall/CRC
Credit Risk (English, Niklas Wagner)
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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
Book Specifications
| ISBN-13 | 9781584889946 |
| ISBN-10 | 1584889942 |
| Publisher | Chapman and Hall/CRC |
| Category | Chapman and Hall/CRC |
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