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Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical...
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Located in: Omaha, Nebraska, United States
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eBay item number:185502395119
Item specifics
- Condition
- ISBN
- 9783030069001
- Publication Year
- 2019
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Publication Name
- Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
- Item Height
- 1.4in
- Item Length
- 9.2in
- Publisher
- Springer International Publishing A&G
- Item Width
- 6.1in
- Item Weight
- 38.3 Oz
- Number of Pages
- Xxxv, 684 Pages
About this product
Product Information
Demonstrates a broad range of state-of-the-art credit-risk models and underscores their interlinkages Includes extensive Python code to bring the models, diagnostic tools, and estimation of key inputs parameters to life Combination of mathematical foundations and practical Python code implementation enriches the reader's understanding and competence in this important field
Product Identifiers
Publisher
Springer International Publishing A&G
ISBN-10
3030069001
ISBN-13
9783030069001
eBay Product ID (ePID)
28038405563
Product Key Features
Publication Name
Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Format
Trade Paperback
Language
English
Publication Year
2019
Type
Textbook
Number of Pages
Xxxv, 684 Pages
Dimensions
Item Length
9.2in
Item Height
1.4in
Item Width
6.1in
Item Weight
38.3 Oz
Additional Product Features
Number of Volumes
1 Vol.
Lc Classification Number
Hd61
Reviews
"The book is easy to read, the models and techniques are illustrated in detail and with complete derivations, making the volume accessible for self-study." (Claudio Fontana, zbMATH 1422.91012, 2019)
Table of Content
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.
Copyright Date
2018
Topic
Finance / Financial Risk Management, Applied, Enterprise Applications / General, Corporate Finance / General
Intended Audience
Trade
Illustrated
Yes
Genre
Computers, Business & Economics, Mathematics
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:185502395119
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Item location:
Omaha, Nebraska, United States
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| Postage and packaging | To | Service | Delivery*See Delivery notes |
|---|---|---|---|
| US $4.87 (approx £3.81) | United States | Economy Delivery (USPS Media MailTM) | Estimated between Mon, 3 Jun and Fri, 7 Jun to 43230 |
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