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CreditRisk+ in the Banking Industry - Springer Finance Matthias Gundlach 2004 edition
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CreditRisk+ in the Banking Industry - Springer Finance
Matthias Gundlach
CreditRisk+ is a widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which is widely used in the banking industry.
381 pages, 46 black & white illustrations, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 18 de junio de 2004 |
| ISBN13 | 9783540207382 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 369 |
| Dimensiones | 155 × 235 × 22 mm · 716 g |
| Lengua | Alemán |
| Editor | Gundlach, Matthias |
| Editor | Lehrbass, Frank |
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