| Credit Risk: Measurement, Evaluation and Management Softcover Repri Edition Contributor(s): Bol, Georg (Editor), Nakhaeizadeh, Gholamreza (Editor), Rachev, Svetlozar T. (Editor) |
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ISBN: 3790800546 ISBN-13: 9783790800548 Publisher: Physica-Verlag OUR PRICE: $104.49 Product Type: Paperback Published: May 2003 |
| Additional Information |
| BISAC Categories: - Business & Economics | Finance - General - Mathematics | Game Theory - Mathematics | Applied |
| Dewey: 332.7 |
| LCCN: 2003050568 |
| Series: Contributions to Economics |
| Physical Information: 0.72" H x 6.14" W x 9.21" (1.07 lbs) 333 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk. |