Introduction to Credit Risk Modeling

Introduction to Credit Risk Modeling
Author :
Publisher : CRC Press
Total Pages : 386
Release :
ISBN-10 : 9781584889939
ISBN-13 : 1584889934
Rating : 4/5 (39 Downloads)

Book Synopsis Introduction to Credit Risk Modeling by : Christian Bluhm

Download or read book Introduction to Credit Risk Modeling written by Christian Bluhm and published by CRC Press. This book was released on 2016-04-19 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin


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The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory