Credit-Risk Modelling
David Jamieson Bolder
Gebundenes Buch

Credit-Risk Modelling

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

Versandkostenfrei!
Versandfertig in 6-10 Tagen
69,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
35 °P sammeln!
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, t...