Credit.
Overview
| Works: | 16 works in 4 publications in 4 languages | |
|---|---|---|
Titles
Economic capital allocation with Basel II = cost, benefit and implementation procedures /
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Credit Risk Management. = Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital.
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Modelling, pricing, and hedging counterparty credit exposure = a technical guide /
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Discounting, LIBOR, CVA and funding = interest rate and credit pricing /
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Treasury finance and development banking = a guide to credit, debt, and risk /
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Analytical finance = the mathematics of equity derivatives, markets, risk and valuation /. Volume I
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The fall of the house of credit : = what went wrong in banking and what can be done to repair the damage? /
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