Coverart for item
The Resource Credit risk management : pricing, measurement, and modeling, by Jiří Witzany, (electronic book)

Credit risk management : pricing, measurement, and modeling, by Jiří Witzany, (electronic book)

Label
Credit risk management : pricing, measurement, and modeling
Title
Credit risk management
Title remainder
pricing, measurement, and modeling
Statement of responsibility
by Jiří Witzany
Creator
Author
Subject
Language
eng
Summary
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
Member of
Cataloging source
YDX
http://library.link/vocab/creatorName
Witzany, Jiří
Dewey number
332.7
Index
no index present
LC call number
HF3701
LC item number
.W58 2017
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/subjectName
  • Finance
  • Business enterprises
  • Banks and banking
  • Risk management
  • Financial engineering
Label
Credit risk management : pricing, measurement, and modeling, by Jiří Witzany, (electronic book)
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index
Dimensions
unknown
Extent
1 online resource
Form of item
online
Isbn
9783319498003
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-49800-3
Specific material designation
remote
System control number
ocn974455510
Label
Credit risk management : pricing, measurement, and modeling, by Jiří Witzany, (electronic book)
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index
Dimensions
unknown
Extent
1 online resource
Form of item
online
Isbn
9783319498003
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-49800-3
Specific material designation
remote
System control number
ocn974455510

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