Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks
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41
978-9811252358
World Scientific Publishing Company
2022
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loginThe 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 and transaction, after which the book delves into counterparty credit risk, thus providing the link between credit and market risks.
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