Full Product Details
Author: Didier Cossin ,
Hugues Pirotte
Publisher: John Wiley & Sons Inc
Imprint: John Wiley & Sons Inc
Dimensions:
Width: 17.50cm
, Height: 2.70cm
, Length: 25.10cm
Weight: 0.822kg
ISBN: 9780471987239
ISBN 10: 0471987239
Pages: 400
Publication Date: 13 November 2000
Audience:
College/higher education
,
Professional and scholarly
,
Undergraduate
,
Postgraduate, Research & Scholarly
Format: Hardback
Publisher's Status: Active
Availability: Out of stock
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.
Reviews
an ambitious, well-researched book with probably the most comprehensive review of the credit-risk-modelling literature...I eagerly await the next edition (Quantitative Finance, March 2001)
""" an ambitious, well--researched book with probably the most comprehensive review of the credit--risk--modelling literature...I eagerly await the next edition"" (Quantitative Finance, March 2001)"
an ambitious, well--researched book with probably the most comprehensive review of the credit--risk--modelling literature...I eagerly await the next edition (Quantitative Finance, March 2001)
Author Information
DIDIER COSSIN is Professor of Finance at HEC, Lausanne and Adjunct Professor at The International Institute of Management Development (IMD), Lausanne. He has previously taught at Harvard University (where he won two Derek Bok Awards for excellence in teaching) and was a Fulbright Fellow at the Massachusetts Institute of Technology. He holds a PhD from Harvard University and has also studied at Ecole Normale Supérieure (ENS) and Sorbonne University. Didier Cossin's professional experience includes: Goldman Sachs in London, Associés en Finance in Paris and Roussel Uclaf in Japan. He writes and referees for a number of leading journals and has presented papers at many major international conferences. Professor Cossin has also been a consultant or executive teacher to a large number of banks and corporations. HUGUES PIROTTE is Financial Engineer and co-founder of FinMetrics, a company specialising in consultancy and training in financial risk management, performance measurement and valuation. He holds a PhD from HEC, University of Lausanne, for which he completed a thesis on credit risk, as well as degrees in Banking and Finance and in Business Administration. Hugues Pirotte also lectures at: HEC-University of Lausanne (The Institute of Banking and Financial Management), the University of Geneva, and at Thunderbird, American Graduate School of International Managament (Geneva). He has published papers in a number of leading journals and presented at international conferences.
