Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to A

ProductDescriptionReview"anambitious,well-researchedbookwithprobablythemostcomprehensivereviewofthecredit-risk-modellingliterature...Ieagerlyawaitthenextedition"(QuantitativeFinance,March2001)MichelCrouhy,RiskManagementCIBCThefirstcomprehensivecompendiumofcreditriskmodels.Thisbook