Credit Risk

Credit Risk

Forfatter: Niklas Wagner
Forlag: CRC Press
Utgave: 1
Utgivelsesår: 2008
ISBN: 9781584889946

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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 sectio

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