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Introduction to Credit Risk Modeling
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Overview
While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred since the publication of the best-selling first edition. It contains a new section on multi-period models and discusses recent developments in structured credit. Along with many wor
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Details
- ISBN-13: 9781032920795
- ISBN-10: 1032920793
- Publisher: CRC Press
- Publish Date: October 2024
- Dimensions: 9.2 x 6.1 x 0.9 inches
- Shipping Weight: 1.2 pounds
- Page Count: 384
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