Книга Credit Risk Management Jiri Witzany

Credit Risk Management

Pricing, Measurement, and Modeling

Автор: Jiri Witzany
Език: Английски език
Корици: С меки корици
Наличност: Външен склад
Изпращаме след 10-18 дни
77.77 152.11 лв
This book introduces to basic and advanced methods for credit risk management. It covers classical d...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С меки корици
Издадена
2018
страници
256
EAN
9783319842448
Enbook ID
20093582
Теглоt
4161
Размери
155 x 235 x 16

Пълно описание

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 that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements. As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.

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