Your Waterstones card is changing, introducing...
TELL ME MORE
Credit Risk: Models and Management (Hardback)
  • Credit Risk: Models and Management (Hardback)
zoom

Credit Risk: Models and Management (Hardback)

(editor)
£99.00
Hardback Published: 15/04/2004
  • Not available

This product is currently unavailable.

  • This item has been added to your basket
Building upon the work established in the first edition, this fully revised multi-author reference collection brings the reader up-to-date with a complete and cohesive examination on the latest techniques for credit risk assessment and management. Shimko collates and presents practical and timely information on how to use the newest modelling and measurement tools for managing credit risk with specially commissioned chapters, evaluation and comment from leading practitioners and academics actively involved within the industry. The authors utilise statistical evidence backed by astute commentary to provide a modern and relevant explanation on all the various elements of credit risk. The book is subdivided into five main reference sections - each with introductions to illustrate their significance and explain the main points to be discussed: risky bonds in the portfolio and market context; valuation of risky debt; default probabilities, recoveries and credit ratings; structured credit products; and practitioners' tools to managing credit risk.

Publisher: Risk Books
ISBN: 9781904339212
Dimensions: 235 x 157 x 41 mm
Edition: 2nd

You may also be interested in...

Debt, Risk and Liquidity in Futures Markets
Added to basket
Economics After the Crisis
Added to basket
Consumer Lending in France and America
Added to basket
Banker to the Poor
Added to basket
£11.99
Paperback
Traders, Guns and Money
Added to basket
The Money Trap
Added to basket
£39.99
Paperback
Fool's Gold
Added to basket
£10.99
Paperback

Reviews

Please sign in to write a review

Your review has been submitted successfully.