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Intensity-Based Credit Risk Models. A Brief Overview

Код 1431692

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Аннотация к книге "Intensity-Based Credit Risk Models. A Brief Overview"

Credit risk, refering to the risk that an obligor does not honor his payment obligations, has become one of the most discussed issues in contemporary quantitative finance. This is not only related to the regulatory requirements of the Basel Accords, but also to the remarkable growth of credit derivatives as well as to the controversially discussed securitization of debt within the subprime crisis. To be able to quantify and manage the arising credit risk successfully, much effort has been put...

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Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-3-6393-0568-5
Объём: 144 страниц
Масса: 239 г
Размеры(высота, ширина, толщина), см: 23 x 16 x 1

Книга находится в категориях

MS Project

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