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Over the years, Christian Bluhm has worked for Deutsche Bank, McKinsey, HypoVereinsbank's Group Credit Portfolio Management, and Credit Suisse. He earned a Ph.D. in mathematics from the University of Erlangen-Nürnberg.
Ludger Overbeck is a professor of probability theory and quantitative finance and risk management in the Institute of Mathematics at the University of Giessen. During his career, he worked for Deutsche Bundesbank, Deutsche Bank, HypoVereinsbank/UniCredit, DZBank, and Commerzbank. He earned a Ph.D. in mathematics from the University of Bonn.
Christoph Wagner has worked for Deutsche Bank, Allianz Group Center, UniCredit/HypoVereinsbank, and Allianz Risk Transfer. He earned a Ph.D. in statistical physics from the Technical University of Munich.
The Basics of Credit Risk Management. Modeling Correlated Defaults. Asset Value Models. The CreditRisk+ Model. Risk Measures and Capital Allocation. Term Structure of Default Probability. Credit Derivatives. Collateralized Debt Obligations. References. Index.
Erscheinungsjahr: | 2010 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Importe, Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Inhalt: | Einband - fest (Hardcover) |
ISBN-13: | 9781584889922 |
ISBN-10: | 1584889926 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: |
Bluhm, Christian
Overbeck, Ludger Wagner, Christoph |
Auflage: | 2. Auflage |
Hersteller: | Chapman and Hall/CRC |
Verantwortliche Person für die EU: | Produktsicherheitsverantwortliche/r, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
Maße: | 240 x 161 x 25 mm |
Von/Mit: | Christian Bluhm (u. a.) |
Erscheinungsdatum: | 02.06.2010 |
Gewicht: | 0,743 kg |
Over the years, Christian Bluhm has worked for Deutsche Bank, McKinsey, HypoVereinsbank's Group Credit Portfolio Management, and Credit Suisse. He earned a Ph.D. in mathematics from the University of Erlangen-Nürnberg.
Ludger Overbeck is a professor of probability theory and quantitative finance and risk management in the Institute of Mathematics at the University of Giessen. During his career, he worked for Deutsche Bundesbank, Deutsche Bank, HypoVereinsbank/UniCredit, DZBank, and Commerzbank. He earned a Ph.D. in mathematics from the University of Bonn.
Christoph Wagner has worked for Deutsche Bank, Allianz Group Center, UniCredit/HypoVereinsbank, and Allianz Risk Transfer. He earned a Ph.D. in statistical physics from the Technical University of Munich.
The Basics of Credit Risk Management. Modeling Correlated Defaults. Asset Value Models. The CreditRisk+ Model. Risk Measures and Capital Allocation. Term Structure of Default Probability. Credit Derivatives. Collateralized Debt Obligations. References. Index.
Erscheinungsjahr: | 2010 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Importe, Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Inhalt: | Einband - fest (Hardcover) |
ISBN-13: | 9781584889922 |
ISBN-10: | 1584889926 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: |
Bluhm, Christian
Overbeck, Ludger Wagner, Christoph |
Auflage: | 2. Auflage |
Hersteller: | Chapman and Hall/CRC |
Verantwortliche Person für die EU: | Produktsicherheitsverantwortliche/r, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
Maße: | 240 x 161 x 25 mm |
Von/Mit: | Christian Bluhm (u. a.) |
Erscheinungsdatum: | 02.06.2010 |
Gewicht: | 0,743 kg |