Introduction to Credit Risk Modeling

€73.90

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Product Information

ISBN9781032920795
PublisherTaylor & Francis Ltd
Price (excl. tax)€69.72
Tax€4.18
Price (incl. tax)€73.90
Availability1 unit in external warehouse

Product Description

While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred since the publication of the best-selling first edition. It contains a new section on multi-period models and discusses recent developments in structured credit. Along with many wor