Introduction To Credit Risk
Download Introduction To Credit Risk PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Introduction To Credit Risk book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
Introduction to Credit Risk Modeling
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
Managing Portfolio Credit Risk in Banks: An Indian Perspective
Author: Arindam Bandyopadhyay
language: en
Publisher: Cambridge University Press
Release Date: 2016-05-09
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
Credit Risk: Modeling, Valuation and Hedging
Author: Tomasz R. Bielecki
language: en
Publisher: Springer Science & Business Media
Release Date: 2013-03-14
Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that the newly developed credit derivatives industry will also benefit from the use of advanced mathematics. This industry has grown around the need to handle credit risk, which is one of the fundamental factors of financial risk. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk. Although in the first chapter we provide a brief overview of issues related to credit risk, our goal was to introduce the basic concepts and related no tation, rather than to describe the financial and economical aspects of this important sector of financial market. The interested reader may consult, for instance, Francis et al. (1999) or Nelken (1999) for a much more exhaustive description of the credit derivatives industry.