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Introduction to credit risk modeling

By: Bluhm, Christian.
Contributor(s): Overbeck, Ludger | Wangner, Christoph.
Material type: materialTypeLabelBookSeries: Chapman & Hall/CRC financial mathematics series. Publisher: Chapman & Hall/CRC Press Boca Raton 2010Edition: 2nd ed.Description: xix, 364 p.ISBN: 9781584889922.Subject(s): Credit - Management - Mathematical models | Risk management - Mathematical modelsDDC classification: 658.880151 Summary: The financial crisis illustrated the importance of effectively communicating model outcomes and ensuring that the variation in results is clearly understood by decision makers. The crisis also showed that more modeling and more analysis are superior to only one model. This accessible, self-contained book recommends using a variety of models to shed light on different aspects of the true nature of a credit risk problem, thereby allowing the problem to be viewed from different angles. (http://www.crcpress.com/product/isbn/9781584889922)
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Includes bibliographical references and index

The financial crisis illustrated the importance of effectively communicating model outcomes and ensuring that the variation in results is clearly understood by decision makers. The crisis also showed that more modeling and more analysis are superior to only one model. This accessible, self-contained book recommends using a variety of models to shed light on different aspects of the true nature of a credit risk problem, thereby allowing the problem to be viewed from different angles. (http://www.crcpress.com/product/isbn/9781584889922)

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