Credit Risk Modeling Valuation

Credit Risk: Modeling, Valuation and Hedging (repost)  

Posted by MoneyRich at Aug. 7, 2014
Credit Risk: Modeling, Valuation and Hedging (repost)

Tomasz R. Bielecki, Marek Rutkowski, "Credit Risk: Modeling, Valuation and Hedging"
Springer | December 5, 2010 | pages: 540 | ISBN: 3540675930 | DJVU | 5 MB

The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures with several rating grades.

Credit Risk: Modeling, Valuation and Hedging (Repost)  

Posted by step778 at Sept. 27, 2013
Credit Risk: Modeling, Valuation and Hedging (Repost)

Tomasz R. Bielecki, Marek Rutkowski, "Credit Risk: Modeling, Valuation and Hedging"
2004 | pages: 540 | ISBN: 3540675930 | PDF | 20,6 mb

Credit Risk Modeling using Excel and VBA, 2 edition  eBooks & eLearning

Posted by interes at Nov. 14, 2016
Credit Risk Modeling using Excel and VBA, 2 edition

Credit Risk Modeling using Excel and VBA, 2 edition by Gunter Löeffler and Peter N. Posch
English | 2011 | ISBN: 0470660929 | 358 pages | PDF | 8 MB
Credit Derivatives, Revised Edition: A Primer on Credit Risk, Modeling, and Instruments (2nd Edition)

Credit Derivatives, Revised Edition: A Primer on Credit Risk, Modeling, and Instruments (2nd Edition) by George Chacko
English | 2016 | ISBN: 0133249182 | 304 pages | EPUB, MOBI | 13 MB, 16 MB
Credit Derivatives, Revised Edition: A Primer on Credit Risk, Modeling, and Instruments (2nd Edition)

George Chacko, Anders Sjöman, Hideto Motohashi, Vincent Dessain, "Credit Derivatives, Revised Edition: A Primer on Credit Risk, Modeling, and Instruments (2nd Edition)"
English | ISBN: 0133249182 | 2016 | PDF | 304 pages | 2,5 MB

Introduction to Credit Risk Modeling  

Posted by viserion at July 19, 2015
Introduction to Credit Risk Modeling

Christian Bluhm, Ludger Overbeck, Christoph Wagner, "Introduction to Credit Risk Modeling, 2nd Edition"
ISBN: 1584889926 | 2010 | PDF | 384 pages | 30 MB

Credit Risk Modeling using Excel and VBA (repost)  

Posted by arundhati at March 27, 2015
Credit Risk Modeling using Excel and VBA (repost)

Gunter Loeffler, Peter N. Posch, "Credit Risk Modeling using Excel and VBA"
2007 | ISBN: 0470031573 | 280 pages | PDF | 19 MB
An Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series) [Repost]

An Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series) by Ludger Overbeck
Chapman and Hall/CRC; 1 edition | September 27, 2002 | English | ISBN: 158488326X | 297 pages | PDF | 6 MB

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques.

Credit Risk Modeling: Theory and Applications [Repost]  

Posted by ChrisRedfield at Sept. 8, 2012
Credit Risk Modeling: Theory and Applications [Repost]

David Lando - Credit Risk Modeling: Theory and Applications
Published: 2004-06-01 | ISBN: 0691089299 | PDF | 320 pages | 3 MB

Credit Risk Modeling: Theory and Applications  

Posted by yousufhunk at Oct. 6, 2010
Credit Risk Modeling: Theory and Applications

Credit Risk Modeling: Theory and Applications
Princeton University Press | June 1, 2004 | ISBN-10: 0691089299 | 320 pages | PDF | 2.02 MB

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 up-to-date reference