现货Credit Risk Modeling using Exc (Wiley Finance)[9780470660928]

1200 九五品

库存2件

上海宝山

认证卖家担保交易快速发货售后保障

作者Posch, Peter N ; L?effler, Gunter

出版社Wiley

ISBN9780470660928

出版时间2011-01

装帧精装

纸张其他

页数360页

正文语种英语

上书时间2023-04-18

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商品描述: It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears that market participants failed to understand or to use the models correctly. The recent events therefore do not invalidate traditional credit risk modeling as described in the first edition of the book. A second edition is timely, however, because the first dealt relatively briefly with instruments featuring prominently in the crisis (CDSs and CDOs). In addition to expanding the coverage of these instruments, the book will focus on modeling aspects which were of particular relevance in the financial crisis (e.g. estimation error) and demonstrate the usefulness of credit risk modelling through case studies. This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling. Every chapter starts with an explanation of the methodology a

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