|
| Identificativo | CossinPirotte00, |
| Tipo di record |  |
| Autore/i | Cossin D ; Pirotte H |
| Anno | 2000 |
| Titolo | Advanced Credit Risk Analysis |
| libro |
| Pubblicazione ospite (in) |
|
| Altre Informazioni | John Wiley & Sons, New York. |
| Keywords separare key1:key2 | |
| Abstract | Dalla quarta di copertina:"Advanced Credit Risk Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management. The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniq... |
| File documento allegato | |
| Autore interessato | |
| Capitolo interessato | |
| Documento del gruppo di ricerca | |
|