株式会社極東書店トップ ＞ 商品一覧 ＞ Advanced Credit Risk Analysis : Financial Approaches and Mathematical Models to Assess, Price and Manage Credit Risk.
商品詳細
Advanced Credit Risk Analysis : Financial Approaches and Mathematical Models to Assess, Price and Manage Credit Risk.
・ISBN 978-0-471-98723-9 hard US$ 188.00
￥44,048.- (税込) ※（※）価格はご注文時の参考価格となります。
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| 著者・編者 | Cossin, Didier / Pirotte, Hughes, |
|---|---|
| シリーズ | Financial Engineering |
| 出版社 | (Wiley, US) |
| 出版年月 | 2001 |
| ページ数 | 357 pp. |
| 言語 | ENG |
| ニュース番号 | ＜260-7297 250-16204＞ |
解説
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management.
The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.
The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.