Erschienen: 24.05.2018 Abbildung von Bolder | Credit-Risk Modelling | 1st ed. 2018 | 2018

Bolder

Credit-Risk Modelling

Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

1st ed. 2018 2018. Buch. xxxv, 684 S. 130 Farbabbildungen, 127 Farbtabellen, Bibliographien. Hardcover

Springer. ISBN 978-3-319-94687-0

Format (B x L): 15,5 x 23,5 cm

Gewicht: 1238 g

In englischer Sprache

Produktbeschreibung

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 comprehensive and attainable mathematical and statistical discussion of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story. Through use of exhaustive practical examples and extensive code illustrations in the Python programming language, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline.

Gesamtwerk

Die 8. Auflage ist wieder auf sechs Bände angelegt. Darin finden sich übersichtlich und in systematischer Gliederung Vertragsmuster aus der Feder erfahrener Experten. Jedem dieser Muster folgen Anmerkungen, mit denen der dem Vertragsentwurf zu Grunde liegende Sachverhalt und die Gründe für die Wahl des spezifischen Formulars erläutert werden.

Autoren

  • Dieses Set enthält folgende Produkte:
      Auch in folgendem Set erhältlich:
      • nach oben

        Ihre Daten werden geladen ...