CreditRisk+ is an important and widely implemented default- mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account of the status quo as well as new and recent developments of the credit risk model CreditRisk+, which is widespread in...

This textbook deals with money markets and capital markets along with the management of retirement portfolios. It places a particular focus on interest rate formation, interest rate structure, interest models, and the evaluation of interest-bearing securities