In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date fin

Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for

While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occ

Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an u

The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to ef