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An introduction to credit risk modeling

Material type: TextTextOriginal language: Spanish Publisher: Florida ; Chapman&Hall ; 2002Description: 297 pISBN: 1-58488-326-XSubject(s): NullLOC classification: HG/3751/B58/2002
Contents:
Contiene: 1. The basics of credit risk management.- 2. Modeling correlated defaults.- 3. Asset value models.- 4. The creditrisk + model.- 5. Alternative risk measures and capital allocation.- 6. Term structure of default probability.- 7. Credit derivates.- 8. Collateralized debt obligations.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/3751/B58/2002 (Browse shelf) Available 00003571

Contiene: 1. The basics of credit risk management.- 2. Modeling correlated defaults.- 3. Asset value models.- 4. The creditrisk + model.- 5. Alternative risk measures and capital allocation.- 6. Term structure of default probability.- 7. Credit derivates.- 8. Collateralized debt obligations.

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