Introduction to credit risk modeling Bluhm, Christian

By:

Bluhm, Christian

Contributor(s):

Material type: Text

TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Chapman & Hall/CRC Press Boca Raton 2010 Edition: 2nd edDescription: xix, 364 pISBN:

9781584889922

Subject(s):

DDC classification:

658.880151

Summary: 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)

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	658.880151 B5I6 (Browse shelf(Opens below))	Available		171396

Total holds: 0

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)

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