This volume is a practitioner's guide to the theory and practice of credit risk management at instrument and portfolio levels. It analyses the techniques for the modelling, evaluation and management of credit exposures and their associated risk. Credit scoring, financial statement analysis, game theoretic, and hazard rate and options-based techniques are covered, as well as structured products and credit derivatives. The book includes advanced techniques that extend the standard mean variance framework of modern finance in the search for greater realism and pricing accuracy.
- ISBN10 0333998618
- ISBN13 9780333998618
- Publish Date 9 February 2007
- Publish Status Cancelled
- Out of Print 31 March 2016
- Publish Country GB
- Imprint Palgrave Macmillan
- Format Hardcover
- Pages 1000
- Language English