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The Credit Market Handbook: Advanced Modeling Issues
book

The Credit Market Handbook: Advanced Modeling Issues

by H. GIFFORD FONG
February 2006
Beginner to intermediate
252 pages
6h 44m
English
Wiley

Overview

In The Credit Market Handbook, financial expert and Editor H. Gifford Fong has assembled a group of prominent professionals and academics familiar with the credit arena. In each chapter, a different expert analyzes a different issue related to today's dynamic credit market, including portfolio credit risk, valuation models, and the importance of modeling credit default.

In bringing together these noted authors and their work, Fong provides you with a rich framework of research in the area of credit analysis. Some of the topics discussed within this comprehensive guide include:

  • Estimating default probabilities implicit in equity prices

  • Structural versus reduced form models: a new information-based perspective

  • Valuing high-yield bonds

  • Predictions of default probabilities in structural models of debt

  • And much more

Filled with in-depth insight and expert advice, this invaluable resource offers you the critical information you need to succeed within today's credit market.

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Publisher Resources

ISBN: 9780471778622Purchase book