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Measuring and Controlling Interest Rate and Credit Risk
Language: en
Pages: 545
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2003-09-10 - Publisher: John Wiley & Sons

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Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling intere
Measuring and Controlling Interest Rate Risk
Language: en
Pages: 336
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 1996-08-15 - Publisher:

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Fabozzi provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression a
Measuring and Managing Credit Risk
Language: en
Pages: 480
Authors: Arnaud de Servigny
Categories: Business & Economics
Type: BOOK - Published: 2004-05-05 - Publisher: McGraw Hill Professional

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Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environment Measuring and Managing Credit Risk takes you
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

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Credit Risk Measurement
Language: en
Pages: 337
Authors: Anthony Saunders
Categories: Business & Economics
Type: BOOK - Published: 2002-10-06 - Publisher: John Wiley & Sons

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The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives mark