Ny bog om kreditrisiko

David Lando udgiver bog om modellering af kreditrisiko på Princeton University Press


Credit Risk ModelingTheory and Applications

Credit risk is today one of the most intensely studied topics in quantitative finance. The book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk.

Sidst opdateret: Communications // 06/09/2004