Anthony Saunders

The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit deriva…

A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis d…

A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credi…