We may earn an affiliate commission when you visit our partners.

Introduction to Credit Risk Modeling

Christian Bluhm, Ludger Overbeck, and Christoph Wagner

Contains Nearly 100 Pages of New Material The recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modeling, Second Edition presents updates on model developments that have occurred since the publication of the best-selling first edition. New to the Second Edition The financial crisis illustrated the importance of effectively communicating model outcomes and ensuring that the variation in results is clearly understood by decision makers. The crisis also showed that more modeling and more analysis are superior to only one model. This accessible, self-contained book recommends using a variety of models to shed light on different aspects of the true nature of a credit risk problem, thereby allowing the problem to be viewed from different angles.

Read on Amazon
Read this for free with Kindle Unlimited

Save this book

Create your own learning path. Save this book to your list so you can find it easily later.
Save

Share

Help others find this book page by sharing it with your friends and followers:
Our mission

OpenCourser helps millions of learners each year. People visit us to learn workspace skills, ace their exams, and nurture their curiosity.

Our extensive catalog contains over 50,000 courses and twice as many books. Browse by search, by topic, or even by career interests. We'll match you to the right resources quickly.

Find this site helpful? Tell a friend about us.

Affiliate disclosure

We're supported by our community of learners. When you purchase or subscribe to courses and programs or purchase books, we may earn a commission from our partners.

Your purchases help us maintain our catalog and keep our servers humming without ads.

Thank you for supporting OpenCourser.

© 2016 - 2025 OpenCourser