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The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts

In the nineteenth-century, fractional calculus had its origin in extending differentiation and integration operators from the integer-order case to the fraction

In the early 1980s, the late luminary Tito Arecchi was the first to highlight the existence of chaos in a laser model. Since then, along with several colleagues

Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders ali

Features Uses an in-depth case study to illustrate multiple factors in counterparty credit risk exposures Suitable for quantitative risk managers at banks, as w