Credit risk : models, derivatives, and management /

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 em...

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Bibliographic Details
Corporate Author: Taylor and Francis
Other Authors: Wagner, Niklas F., 1969- (Editor)
Format: Electronic eBook
Language:English
Published: Boca Raton, FL : Chapman and Hall/CRC, an imprint of Taylor and Francis, 2008.
Edition:First edition.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Online Access:Full text (WIT users only)