ADVANCED CREDIT RISK ANALYSIS

COSSIN DIDIER

ADVANCED CREDIT RISK ANALYSIS - USA JOHN WILEY & SONS 2001 - 357

THIS BOOK PRESENTS THE LATEST AND MOST ADVANCED MODELLING TECHNIQUES FOR CREDIT RISK PRICING AND CREDIT RISK MANAGMENT TOGETHER WITH A DISCUSSION OF THEIR APPLICATION IN PRACTISE.


CREDIT RISK MANAGEMENT, INTEREST RATE MODELS,ITO LEMMA(R-10)
FINANCIAL MARKETS

332.7 COS/PIR