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The Foundations of Credit Risk Analysis

The International Library of Critical Writings in Economics Series 211

Format: Hardback
Publisher: Edward Elgar Publishing Ltd, Cheltenham, United Kingdom
Published: 1st Oct 2007
Dimensions: w 244mm h 169mm d 51mm
Weight: 1092g
ISBN-10: 1847201482
ISBN-13: 9781847201485
Barcode No: 9781847201485
The explosive growth of the credit risk industry is symbolic not only of the rapid expansion of finance into new and global markets, but is also representative of a widespread shift. The securitization of risk and, in particular, its transfer through the resulting credit derivatives, has dramatically changed the ways in which both the world economy and the finance industry work. This authoritative collection of key papers provides an overview of the subject from its beginnings through to current scholarship in this area. While the experienced investigator will find this anthology a convenient collection of essential papers, the student new to the field will be quickly taken to the front lines of research. Consequently, this collection will be of interest to historians, researchers, and students.

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`From both theoretical and practical perspectives, credit risk engenders many of the outstanding questions in finance; thus, the topic provides numerous opportunities for research and profit. Pricing and managing credit risk are broadly and deeply imbedded in the bedrock of present-day economics and finance. This collection, assembled by Willi Semmler and Lucas Bernard, provides both a comprehensive review of the state-of-the-art of this topic and an educational tool for the many practitioners and students in finance and financial engineering who are concerned with these problems.' -- Charles S. Tapiero, Polytechnic University, New York, US