Credit Risk Management Pricing, Measurement, and Modeling /
This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models th...
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| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Edition: | 1st ed. 2017. |
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| Online Access: | https://doi.org/10.1007/978-3-319-49800-3 |
Table of Contents:
- Introduction
- Credit Risk Management
- Rating and Scoring Systems
- Portfolio Credit Risk
- Credit Derivatives
- Conclusion
- Index.