Credit Risk Management: Pricing, Measurement, and Modeling

von Jirí Witzany
Taschenbuch - 9783319842448
85,59 €
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Hardcover - 9783319497990
85,59 €

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Weitere Formate

Hardcover - 9783319497990
85,59 €

Beschreibung

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.

Details

Verlag Springer International Publishing
Ersterscheinung Juli 2018
Maße 235 mm x 155 mm x 14 mm
Gewicht 415 Gramm
Format Taschenbuch
ISBN-13 9783319842448
Auflage Softcover reprint of the original 1st ed. 2017
Seiten 272

Schlagwörter