Credit Risk: Models, Derivatives, and Management free download online

Title: Credit Risk: Models, Derivatives, and Management
Author(s): Niklas Wagner
Pages: 600
Publisher: Chapman & Hall
Publication date: 2008
Language:
Format: PDF
ISBN-10: 1584889942
ISBN-13:
Description: Review Credit Risk: Models, Derivatives, and Management is the most comprehensive available volume of authoritative readings on credit risk modeling. Niklas Wagner has given us a package of 26 chapters by well-recognized authors, treating all major aspects of the subject, from the behavior of default probabilities, recovery, and correlation to the pricing of a wide range of single-name and multi-name credit products. Every practitioner covering the topic will appreciate access to this collection. Darrell Duffie, Dean Witter Distinguished Professor of Finance, The Graduate School of Business, Stanford University, California, USA Product Description This volume illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. It focuses on new products and their applications in the financial services industry and addresses the growing market of credit derivatives. The expert contributors examine issues specific to certain geographic areas, such as Latin America, Argentina, and the United States, and discuss recent cases of corporate bankruptcy, including Tyco, Worldcom, Enron, and Parmalat. The book also covers default and recovery risks, credit ratings, and applications within the Basel II framework. Product Details * Hardcover: 600 pages * Publisher: Chapman & Hall/CRC (May 28, 2008) * Language: English * ISBN-10: 1584889942 * ISBN-13: 978-1584889946

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