Credit Risk Modeling: Theory and Applications (Princeton Series in Finance) - Tapa dura

Acerca del autor

David Lando is Professor of Finance at the Copenhagen Business School. He is an associate editor of three finance journals and a member of Moody's Academic Advisory and Research Committee.

De la contraportada

"Credit Risk Modeling provides the broadest coverage of topics I have seen in a book on credit risk. Lando successfully guides the reader through the maze of a very active field of research by clearly identifying the leading problems and the attempts that have been made to solve these problems. At the same time, never does he neglect the statistical estimation of the models he presents. This is a very valuable book to any practitioner, student, or researcher in credit risk, written by one of the leading experts in the field."--Philipp Schönbucher, Swiss Federal Institute of Technology Zurich (ETH), author of Credit Derivatives Pricing Models

"This very well written book represents a superb presentation of both credit risk theory and its empirical evidence. It is a complete introduction to the topic, enabling the reader to access and understand current research."--Robert Jarrow, Cornell University

"This is an excellent book for researchers, financial engineers, and advanced practitioners in the field of credit risk. It is a remarkable contribution to our field."--Didier Cossin, Ecole des Hautes Etudes Commerciales, University of Lausanne

De la solapa interior

"Credit Risk Modeling provides the broadest coverage of topics I have seen in a book on credit risk. Lando successfully guides the reader through the maze of a very active field of research by clearly identifying the leading problems and the attempts that have been made to solve these problems. At the same time, never does he neglect the statistical estimation of the models he presents. This is a very valuable book to any practitioner, student, or researcher in credit risk, written by one of the leading experts in the field."--Philipp Schönbucher, Swiss Federal Institute of Technology Zurich (ETH), author ofCredit Derivatives Pricing Models

"This very well written book represents a superb presentation of both credit risk theory and its empirical evidence. It is a complete introduction to the topic, enabling the reader to access and understand current research."--Robert Jarrow, Cornell University

"This is an excellent book for researchers, financial engineers, and advanced practitioners in the field of credit risk. It is a remarkable contribution to our field."--Didier Cossin, Ecole des Hautes Etudes Commerciales, University of Lausanne