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Credit risk : models, derivatives, and management

Wagner, Niklas F. (contributor) - 2008

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Kreditderivate und Kreditrisikomodelle : eine mathematische Einführung

Martin, Marcus R. W.; Reitz, Stefan; Wehn, Carsten - 2006 - 1. Aufl.

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Modelling the survival of financial and industrial enterprises : advantages, challenges, and problems with the internal ratings-based (IRB) method

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Kreditderivate und Kreditrisikomodelle : eine mathematische Einführung

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The validation of risk models : a handbook for practitioners

Scandizzo, Sergio - 2016

"Thepractice of quantitative risk management has reached unprecedented levels of refinement.The pricing, the assessment of risk as well as the computation of the capitalrequirements for highly complex transactions are performed through equally complex mathematical models, running on advanced...