Hardback
Publication Date: 09/05/2003
Assesses the ability of credit models to evaluate collateralized debt obligations, loan commitments, collateralized loans, and retail and small business loan portfolios. This book reviews the objectives of the credit risk management process, introduces the theory of the Merton and reduced form credit models, and shows how the models can be used.
- ISBN:
- 9780470820919
- 9780470820919
- Category:
- Fiction
- Format:
- Hardback
- Publication Date:
- 09-05-2003
- Language:
- English
- Publisher:
- John\Wiley#& Sons (Asia) Pte Ltd Pacific
- Country of origin:
- Singapore
- Dimensions (mm):
- 236x160x25.5mm
- Weight:
- 0.67kg
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