Theory and Practice of Credit Risk Modelling
Valeri P
Author: Lipton A
Publisher: London, Publisher: Risk Books, ISBN: 9781904339649, 2007
Description:
’The rise of credit markets over the past decade has been nothing short of spectacular. Their current state of turmoil is nothing short of mind-boggling. It seems to be a perfect moment for putting together an authoritative collection of papers devoted to various intertwining aspects of credit modelling’ – from the Introduction, by Alexander Lipton