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.
Saved in:
Corporate Authors: | |
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Group Author: | |
Published: |
Wiley,
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Publisher Address: | Hoboken, N.J. : |
Publication Dates: | 2006. |
Literature type: | eBook |
Language: | English |
Series: |
Wiley finance series
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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 / |