Introduction to credit risk modeling
Bluhm, Christian
Introduction to credit risk modeling Bluhm, Christian - 2nd ed. - Chapman & Hall/CRC Press Boca Raton 2010 - xix, 364 p. - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references and index
The financial crisis illustrated the importance of effectively communicating model outcomes and ensuring that the variation in results is clearly understood by decision makers. The crisis also showed that more modeling and more analysis are superior to only one model. This accessible, self-contained book recommends using a variety of models to shed light on different aspects of the true nature of a credit risk problem, thereby allowing the problem to be viewed from different angles. (http://www.crcpress.com/product/isbn/9781584889922)
9781584889922
Credit - Management - Mathematical models
Risk management - Mathematical models
658.880151
Introduction to credit risk modeling Bluhm, Christian - 2nd ed. - Chapman & Hall/CRC Press Boca Raton 2010 - xix, 364 p. - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references and index
The financial crisis illustrated the importance of effectively communicating model outcomes and ensuring that the variation in results is clearly understood by decision makers. The crisis also showed that more modeling and more analysis are superior to only one model. This accessible, self-contained book recommends using a variety of models to shed light on different aspects of the true nature of a credit risk problem, thereby allowing the problem to be viewed from different angles. (http://www.crcpress.com/product/isbn/9781584889922)
9781584889922
Credit - Management - Mathematical models
Risk management - Mathematical models
658.880151