Introduction to Credit Risk Modeling

by Christian Bluhm, Ludger Overbeck, Christoph Wagner

Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin

384 pages, Kindle Edition

First published December 8, 2008

Reviews

[Amr ElSemelawy · Rating 3 out of 5]

Not an introduction at ALL !!. it is not easy to understand, it requires a very strong Quantitative statistical background, and Real examples are very rare.