### Resumé

Sprog | Engelsk |
---|

Udgivelses sted | Princeton, NJ |
---|---|

Forlag | Princeton University Press |

Antal sider | 310 |

ISBN (Trykt) | 0691089299 |

Status | Udgivet - 2004 |

### Bibliografisk note

Opstilling: 658.155 lan

Løbe nr.: 046153

### Emneord

- Erhvervsobligationer
- Finansiel risiko
- Risikoanalyse
- Kreditrisiko

### Citer dette

*Credit Risk Modeling: Theory and Applications*. Princeton, NJ: Princeton University Press.

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*Credit Risk Modeling: Theory and Applications*. Princeton University Press, Princeton, NJ.

**Credit Risk Modeling : Theory and Applications.** / Lando, David.

Publikation: Bog/rapport › Bog › Forskning

TY - BOOK

T1 - Credit Risk Modeling

T2 - Theory and Applications

AU - Lando,David

N1 - Opstilling: 658.155 lan Løbe nr.: 046153

PY - 2004

Y1 - 2004

N2 - Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut.

AB - Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut.

KW - Erhvervsobligationer

KW - Finansiel risiko

KW - Risikoanalyse

KW - Kreditrisiko

M3 - Book

SN - 0691089299

BT - Credit Risk Modeling

PB - Princeton University Press

CY - Princeton, NJ

ER -