Credit Risk

  • Credit Risk: Pricing, Measurement, and Management
    Credit Risk: Pricing, Measurement, and Management
    By Kenneth J. Singleton, Darrell Duffie

    Huge, B., and D. Lando (1999). Swap Pricing with Two-Sided Default ... Jarrow, R., D. Lando, and S. Turnbull (1997). A Markov Model for the Term Structure ... Jones, E., S. Mason, and E. Rosenfeld (1984). Contingent Claims Analysis of ...

  • Credit Risk: Models, Derivatives, and Management
    Credit Risk: Models, Derivatives, and Management
    By Niklas Wagner

    Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, ...

  • Credit Risk: From Transaction to Portfolio Management
    Credit Risk: From Transaction to Portfolio Management
    By Andrew Kimber

    Credit Risk: from transaction to portfolio management provides high level, focused analysis of the nature of credit risk in investment bank portfolio management.

  • Credit Risk: Measurement, Evaluation and Management
    Credit Risk: Measurement, Evaluation and Management
    By Svetlozar T. Rachev, Georg Bol, Gholamreza Nakhaeizadeh

    The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk. New developments in measuring, evaluating and managing credit risk are discussed in this volume.

  • Credit Risk: From Transaction to Portfolio Management
    Credit Risk: From Transaction to Portfolio Management
    By Andrew Kimber

    "This book is encountered within three major types of large-scale financial activity: commercial leading, fund management and investment banking trading activities.

  • Credit Risk: Modeling, Valuation and Hedging
    Credit Risk: Modeling, Valuation and Hedging
    By Tomasz R. Bielecki, Marek Rutkowski

    This book will serve as a valuable reference for financial analysts and traders involved with credit derivatives. Some aspects of the book may also be useful for market practitioners with managing credit-risk sensitives portfolios.