Credit-Risk Modelling Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python /

• Main Author: Bolder, David Jamieson (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Subjects: Risk management.; Business enterprises-Finance.; Economics, Mathematical .; Financial engineering.; Banks and banking.; Statistics .; Risk Management.; Business Finance.; Quantitative Finance.; Financial Engineering.; Banking.; Statistics for Business, Management, Economics, Finance, Insurance.

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comp...