Français
Measuring and managing credit risk.
Appartenance & droits
SERVIGNY Arnaud de ; RENAULT Olivier
2004
466
131.47-SERVI
CREDIT RISK ; DEBT ; FINANCIAL RISK ; FINANCIAL MATHEMATICS ; DERIVATIVE MARKET ; EVALUATION OF A COMPANY ; SECURITIZATION
Number of copies : 2
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] |
ISBN 13 : 978-0071417556
Contents : Contents
1.Credit, Financial Markets, and Microeconomics
2.External and Internal Ratings
3.Default Risk: Quantitative Methodologies
4.Loss Given Default
5.Default Dependencies
6.Credit Risk Portfolio Models
7.Credit Risk Management and Strategic Capital Allocation
8.Yield Spreads
9.Structured Products and Credit Derivatives
10.Regulation
Language : English
Place of publishing : QUEBEC
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque