 | Credit Risk: Models, Derivatives, and Management Subjects: Economics Finance Business & Industry; Mathematics & Statistics; Finance; Applied Mathematics; Statistics & Probability; Financial Mathematics; Statistics; 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 |
