Credit Modelling: Advanced Topics

Discipline:  Quantitative Analysis, Credit, Derivatives & Options

First published:

ISBN: 9781782722595

Building on the best-selling first edition, author Terry Benzschawel advances the topics covered in Credit Risk Modelling by outlining the reality of defaults and recoveries, then detailing credit models and credit instruments before presenting some real-world applications.

You’ll learn how to measure, hedge and predict the credit-risk premium – reliable techniques for making money in credit markets – and be able to help your firm better manage their exposure to credit risk.

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