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An Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series) ISBN: 158488326X ISBN13: 9781584883265 An Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series) By: Christian Bluhm ; Ludger Overbeck ; Christoph Wagner ; et al Publisher: CRC Press Inc Format: Hardback Our Price: 43.23 Discount: 8% RRP: 46.99

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques. An Introduction to Credit Risk Modeling supplies both the bricks and the mortar of risk management. In a gentle and concise lecture-note style, it introduces the fundamentals of credit risk management, provides a broad treatment of the related modeling theory and methods, and explores their application to credit portfolio securitization, credit risk in a trading portfolio, and credit derivatives risk. The presentation is thorough but refreshingly accessible, foregoing unnecessary technical details yet remaining mathematically precise.Whether you are a risk manager looking for a more quantitative approach to credit risk or you are planning a move from the academic arena to a career in professional credit risk management, An Introduction to Credit Risk Modeling is the book you've been looking for. It will bring you quickly up to speed with information needed to resolve the questions and quandaries encountered in practice.


Contents:

The Basics of Credit Risk Management

Modelling Correlated Defaults

Asset Value Models

The CreditRisk+ Model

Alternative Risk Measures and Capital Allocation

Term Structure of Default Probability

Credit Derivatives

Collateralized Debt Obligations

References.


Brief Description:

Introduces the fundamentals of credit risk management, provides a full treatment of the related modeling theory and methods, and explores important applications, such as credit portfolio securitization. This book is designed for risk managers looking for a quantitative approach to credit risk.

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