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Credit Risk

By: Germany) Wagner Niklas (Passau University (Author) , USA) Cont New York Rama (Columbia University (Author)

2 in stock

Ksh 40,800.00

Format: Hardback or Cased Book

ISBN-13: 9781584889946

Publisher: Taylor & Francis Inc

Publication Date: May 28th, 2008

Dimension: 25.40 x 17.80 x 120.20 cms

Category: Credit & credit institutions

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Illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. This volume focuses on the application of products in the financial services industry and the market of credit derivatives.

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