The credit market handbook : advanced modeling issues /

A valuable financial resource that covers a variety of advanced credit market issuesThe Credit Market Handbook provides a state-of-the-art look at credit analyses including the analysis of structured credit product. Author and financial expert H.

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Bibliographic Details
Corporate Authors: Wiley InterScience (Online service)
Group Author: Fong, H. Gifford. (Editor)
Published: Wiley,
Publisher Address: Hoboken, N.J. :
Publication Dates: 2006.
Literature type: eBook
Language: English
Series: Wiley finance series
Subjects:
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781119201892
Summary: A valuable financial resource that covers a variety of advanced credit market issuesThe Credit Market Handbook provides a state-of-the-art look at credit analyses including the analysis of structured credit product. Author and financial expert H.
Item Description: Includes index.
Carrier Form: 1 online resource (xvii, 233 pages) : illustrations.
Bibliography: Includes bibliographical references and index.
ISBN: 9781119201892
1119201896
0471787191
9780471787198
1280311800
9781280311802
Index Number: HG3701
CLC: F830.5
Contents: Estimating default probabilities implicit in equity prices /
Predictions of default probabilities in structural models of debt /
Survey of the recent literature : recovery risk /
Non-parametric analysis of rating transition and default data /
Valuing high-yield bonds : a business modeling approach /
Structural versus reduced-form models : a new information-based perspective /