Credit Risk Measurement New Approaches to Value at Risk and Other Paradigms
59,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
06.10.2002
Verlag
WileySeitenzahl
336 (Printausgabe)
Dateigröße
1340 KB
Auflage
2. Auflage
Sprache
Englisch
EAN
9780471274766
The most cutting-edge read on the pricing, modeling, and
management of credit risk available
The rise of credit risk measurement and the credit derivatives
market started in the early 1990s and has grown ever since. For
many professionals, understanding credit risk measurement as a
discipline is now more important than ever. Credit Risk
Measurement, Second Edition has been fully revised to
reflect the latest thinking on credit risk measurement and to
provide credit risk professionals with a solid understanding of the
alternative approaches to credit risk measurement.
This readable guide discusses the latest pricing, modeling, and
management techniques available for dealing with credit risk. New
chapters highlight the latest generation of credit risk measurement
models, including a popular class known as intensity-based models.
Credit Risk Measurement, Second Edition also analyzes
significant changes in banking regulations that are impacting
credit risk measurement at financial institutions. With fresh
insights and updated information on the world of credit risk
measurement, this book is a must-read reference for all credit risk
professionals.
Anthony Saunders (New York, NY) is the John M. Schiff
Professor of Finance and Chair of the Department of Finance at the
Stern School of Business at New York University. He holds positions
on the Board of Academic Consultants of the Federal Reserve Board
of Governors as well as the Council of Research Advisors for the
Federal National Mortgage Association. He is the editor of the
Journal of Banking and Finance and the Journal of
Financial Markets, Instruments and Institutions.
Linda Allen (New York, NY) is Professor of Finance at
Baruch College and Adjunct Professor of Finance at the Stern School
of Business at New York University. She also is author of
Capital Markets and Institutions: A Global View (Wiley:
0471130494).
Over the years, financial professionals around the world have
looked to the Wiley Finance series and its wide array of
bestselling books for the knowledge, insights, and techniques that
are essential to success in financial markets. As the pace of
change in financial markets and instruments quickens, Wiley Finance
continues to respond. With critically acclaimed books by leading
thinkers on value investing, risk management, asset allocation, and
many other critical subjects, the Wiley Finance series provides the
financial community with information they want. Written to provide
professionals and individuals with the most current thinking from
the best minds in the industry, it is no wonder that the Wiley
Finance series is the first and last stop for financial
professionals looking to increase their financial expertise.
management of credit risk available
The rise of credit risk measurement and the credit derivatives
market started in the early 1990s and has grown ever since. For
many professionals, understanding credit risk measurement as a
discipline is now more important than ever. Credit Risk
Measurement, Second Edition has been fully revised to
reflect the latest thinking on credit risk measurement and to
provide credit risk professionals with a solid understanding of the
alternative approaches to credit risk measurement.
This readable guide discusses the latest pricing, modeling, and
management techniques available for dealing with credit risk. New
chapters highlight the latest generation of credit risk measurement
models, including a popular class known as intensity-based models.
Credit Risk Measurement, Second Edition also analyzes
significant changes in banking regulations that are impacting
credit risk measurement at financial institutions. With fresh
insights and updated information on the world of credit risk
measurement, this book is a must-read reference for all credit risk
professionals.
Anthony Saunders (New York, NY) is the John M. Schiff
Professor of Finance and Chair of the Department of Finance at the
Stern School of Business at New York University. He holds positions
on the Board of Academic Consultants of the Federal Reserve Board
of Governors as well as the Council of Research Advisors for the
Federal National Mortgage Association. He is the editor of the
Journal of Banking and Finance and the Journal of
Financial Markets, Instruments and Institutions.
Linda Allen (New York, NY) is Professor of Finance at
Baruch College and Adjunct Professor of Finance at the Stern School
of Business at New York University. She also is author of
Capital Markets and Institutions: A Global View (Wiley:
0471130494).
Over the years, financial professionals around the world have
looked to the Wiley Finance series and its wide array of
bestselling books for the knowledge, insights, and techniques that
are essential to success in financial markets. As the pace of
change in financial markets and instruments quickens, Wiley Finance
continues to respond. With critically acclaimed books by leading
thinkers on value investing, risk management, asset allocation, and
many other critical subjects, the Wiley Finance series provides the
financial community with information they want. Written to provide
professionals and individuals with the most current thinking from
the best minds in the industry, it is no wonder that the Wiley
Finance series is the first and last stop for financial
professionals looking to increase their financial expertise.
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