Credit Risk: Models and Management [Hardcover]

David Shimko (Author)

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Product details

Hardcover: 320 pages
Publisher: Risk Books (28 Sep 1999)
Language English
ISBN-10: 1899332324
ISBN-13: 978-1899332328
Product Dimensions: 29.5 x 21.3 x 2.8 cm
Amazon Bestsellers Rank: 3,523,091 in Books (See Top 100 in Books)

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Product Description

Nick Wilson, ICM Professor of Credit Management

Overall the book brings together a very interesting collection of up to date thoughts and techniques on credit risk management. The final section provides a more practical guide written by leading figures in the industry.

Glyn Holton, Contingency Analysis

I recommend this book for sophisticated readers who want a broad introduction to the literature on credit risk. Not only are the papers important in their own right, but together they form a cohesive whole. Extensive lists of references provide plenty of opportunities for further reading.

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