Credit Risk (English, Niklas Wagner)
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Book Details
Publisher
Chapman and Hall/CRC
Language
English
ISBN-13
9781584889946
ISBN-10
1584889942
Author
Niklas Wagner
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
ISBN-13: 9781584889946
ISBN-10: 1584889942
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Product ID: isbn-9781584889946
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