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Advanced Credit Risk Analysis
Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk
Av Didier Cossin, Hugues Pirotte
Inbunden, 2001
1557 kr
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Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management.The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the …