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

Bolder, David Jamieson

 
9783319946894: Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Softcover
ISBN 10: 3319946897 ISBN 13: 9783319946894
Publisher: Springer, 2019

This specific ISBN edition is currently not available.

Synopsis

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.

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Publisher
Springer
Publication date
2019
Language
English
ISBN 10 
3319946897
ISBN 13 
9783319946894
Binding
Paperback
Number of pages
722

Other Popular Editions of the Same Title

9783319946870: Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

Featured Edition

ISBN 10:  3319946870 ISBN 13:  9783319946870
Publisher: Springer, 2018
Hardcover