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MODERN FINANCIAL ENGINEERING: COUNTERPARTY, CREDIT, PORTFOLIO AND SYSTEMIC RISKS
Av Giuseppe Orlando, Michele Bufalo m. fl.
Inbunden, 2022
2099 kr
Lägg i varukorg
The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts of both mathematics and finance.Initially the focus is on the modeling of credit risk parameters mainly at the level of individual debtor …
