Description: Credit Risk Management : Pricing, Measurement, and Modeling, Hardcover by Witzany, Jirí, ISBN 3319497995, ISBN-13 9783319497990, Like New Used, Free shipping in the US
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 . Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. Th 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, th provides the reader with all the essential aspects of classical and modern credit risk management and modeling.
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Book Title: Credit Risk Management : Pricing, Measurement, and Modeling
Number of Pages: Xvi, 256 Pages
Language: English
Publisher: Springer International Publishing A&G
Publication Year: 2017
Topic: Finance / Financial Risk Management, Decision-Making & Problem Solving, Finance / General, Industries / Financial Services, Corporate Finance / General
Illustrator: Yes
Genre: Business & Economics
Item Weight: 187.8 Oz
Author: JiřÍ Witzany
Item Length: 9.3 in
Item Width: 6.1 in
Format: Hardcover
