All ebooks by Svetlozar T. Rachev in PDF and EPUB
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All ebooks by Svetlozar T. Rachev in PDF and EPUB


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Download this eBook Rating Based Modeling of Credit Risk
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Rating Based Modeling of Credit Risk


Svetlozar T. Rachev , Stefan Trueck


In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the...

Publication date: 2009-01-15
Format: epub DRM-free
Publisher: Academic Press
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£56,96

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