Matthias Gundlach Books
CreditRisk in the Banking Industry
CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status...
Read MoreCreditRisk in the Banking Industry
CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status...
Read MoreStochastic Dynamics
By Matthias Gundlach, Hans Crauel
This volume gives an account of new and recent developments in the theory of random and, in particular, stochastic dynamical systems. Its purpose is to document and, to some extent, summarize the c...
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