![]() The Credit Market Handbook: Advanced Modeling Issues
ISBN: 978-0-471-77862-2
Hardcover
256 pages
February 2006
US $95.00
This price is valid for United States. Change location to view local pricing and availability. Other Available Formats: Adobe E-Book
|
Instructors may request an evaluation copy for this title.
|
In The Credit Market Handbook, financial expert and Editor H. Gifford Fong has assembled a group of prominent professionals and academics familiar with the credit arena. In each chapter, a different expert analyzes a different issue related to today's dynamic credit market, including portfolio credit risk, valuation models, and the importance of modeling credit default.
In bringing together these noted authors and their work, Fong provides you with a rich framework of research in the area of credit analysis. Some of the topics discussed within this comprehensive guide include:
* Estimating default probabilities implicit in equity prices
* Structural versus reduced form models: a new information-based perspective
* Valuing high-yield bonds
* Predictions of default probabilities in structural models of debt
* And much more
Filled with in-depth insight and expert advice, this invaluable resource offers you the critical information you need to succeed within today's credit market.
In bringing together these noted authors and their work, Fong provides you with a rich framework of research in the area of credit analysis. Some of the topics discussed within this comprehensive guide include:
* Estimating default probabilities implicit in equity prices
* Structural versus reduced form models: a new information-based perspective
* Valuing high-yield bonds
* Predictions of default probabilities in structural models of debt
* And much more
Filled with in-depth insight and expert advice, this invaluable resource offers you the critical information you need to succeed within today's credit market.

