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Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms

by Anthony Saunders

ISBN: 9780471350842
ISBN10: 0471350842

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Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms

by Anthony Saunders

List Price: $69.95
Binding: Hardcover
Publisher: John Wiley & Sons
Publish date: 07/01/1999
ISBN: 9780471350842
ISBN10: 0471350842

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Description: Addressing one of the hottest topics in finance today, this groundbreaking book offers an up-to-date overview of the latest credit market and financial innovations. Written by an expert with more than twenty years in the field, it provides comprehensive coverage of new models that measure credit risk of individuals and counter-party risk, as well as portfolios of loans.

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0471350842. Exlibrary with usual library markings. Front free endpaper removed.; 226 pages.

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Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms

by Anthony Saunders

Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms

by Anthony Saunders

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