Credit Risk Modelling

Credit Risk Modelling

4.11 - 1251 ratings - Source

A unique volume that brings together the most innovative and instrumental papers on credit risk modelling to reflect the major developments to date. This volume also focuses on the influences that are currently shaping the industry.Bruce Broder has been working at JP Morgan since 1995, with the last six years in the Derivatives Research group. After a number of years developing credit analytics on the trading desk, he later managed the development of credit analytics libraries and ... D. Wilson Ervin is a managing director of Credit Suisse First Bostonanbsp;...

Title:Credit Risk Modelling
Author:Michael B. Gordy
Publisher: - 2003


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