Modeling Credit Risk and Pricing Credit Derivatives by Martin Wolf

Modeling Credit Risk and Pricing Credit Derivatives

Martin Wolf

148 pages missing pub info (editions)

nonfiction business economics informative medium-paced
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Inhaltsangabe: Abstract: Banks are financial intermediaries originating loans and consequently facing credit risk. Credit risk can be defined as the risk of losses caused by the default or by the deterioration in credit quality of a borrower. Defa...

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