Credit Risk Modeling: Theory and Applications by David LandoPublisher: Princeton University Press (June 1, 2004)Language: EnglishISBN-10: 0691089299ISBN-13: 978-0691089294Book DescriptionCredit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk.David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand,
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