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Item Details
| Title:
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THEORY AND PRACTICE OF CREDIT RISK MODELLING
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| By: |
Alexander Lipton |
| Format: |
Paperback |
| List price:
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£70.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1904339646 |
| ISBN 13: |
9781904339649 |
| Publisher: |
RISK BOOKS |
| Pub. date: |
30 June, 2008 |
| Pages: |
342 |
| Description: |
A collection of technical papers on the area of financial engineering. It includes three main sections: defaults of individual obligors, defaults in large portfolios, and defaults in medium and small portfolios. It is suitable for practitioners and academics alike. |
| Synopsis: |
Edited and introduced by Alexander Lipton, the leading expert in the field of credit modelling, this collection of technical papers on this complex area of financial engineering is the first book in the new "Cutting Edge" series. Contributions have been gathered from 32 authors, including some of the most well known names in the field: Oldrich Vasicek, who received a Lifetime Achievement Award from Risk, and Leif Andersen, Michael Gordy, Alexander Lipton, Richard Martin, and Philip Schonbucher - all of whom have received Quant of the Year Awards from Risk. The book is divided into three main sections: defaults of individual obligors, defaults in large portfolios, and defaults in medium and small portfolios, and will be of great interest to practitioners and academics alike. |
| Illustrations: |
Illustrations |
| Publication: |
UK |
| Imprint: |
Risk Books |
| Returns: |
Non-returnable |
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