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McNeil, A., Frey, R., Embrechts, P.: Quantitative Risk Management This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers--whether financial risk analysts, actuaries

Table of Contents for McNeil, A., Frey, R., Embrechts, P Table of Contents for Quantitative Risk Management: Concepts, Techniques, and Tools by McNeil, A 8.1 Introduction to Credit Risk Modelling 327 8.1.1 Credit Risk Models 327 8.1.2 The Nature of the

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