Intensity-Based Credit Risk Models

By Dirk Banholzer

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 363930568X
• ISBN13: 9783639305685
• Release Date: November 2010
• Publisher: VDM Verlag
• Length: 144 Pages
• Weight: 0.49 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"