Credit Risk Modelling: The Cutting-Edge Collection: Technical Papers Published in Risk 1999-2003

Front Cover
Michael B. Gordy
Risk Books, 2003 - Business & Economics - 278 pages
0 Reviews
A unique volume that brings together the most innovative and instrumental papers on credit risk modelling to reflect the major developments to date. This volume also focuses on the influences that are currently shaping the industry.

From inside the book

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Credit Derivatives Made Simple
3
Applying HJM to Credit Risk
11
Price and Probability
23
Copyright

31 other sections not shown

Common terms and phrases

Bibliographic information