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

• Κύριος συγγραφέας: Bolder, David Jamieson (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Θέματα: 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...

Πίνακας περιεχομένων:

• Getting Started
• Part I Modelling Frameworks
• A Natural First Step.-Mixture or Actuarial Models
• Threshold Models.-The Genesis of Credit-Risk Modelling
• Part II Diagnostic Tools
• A Regulatory Perspective
• Risk Attribution
• Monte Carlo Methods
• Part III Parameter Estimation
• Default Probabilities
• Default and Asset Correlation.