Credit Risk Management Pricing, Measurement, and Modeling /

• Κύριος συγγραφέας: Witzany, Jiří (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Θέματα: Finance.; Business enterprises > Finance.; Banks and banking.; Risk management.; Financial engineering.; Economics, Mathematical.; Banking.; Business Finance.; Risk Management.; Financial Engineering.; Quantitative Finance.

This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models th...