The Resource Credit Risk Management : Pricing, Measurement, and Modeling, by Jiří Witzany, (electronic resource)

Credit Risk Management : Pricing, Measurement, and Modeling, by Jiří Witzany, (electronic resource)

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
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
http://library.link/vocab/creatorName
Witzany, Jiří
Dewey number
332.1
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
6_bye3adoQc
Image bit depth
0
LC call number
HG1501-HG3550
Literary form
non fiction
http://library.link/vocab/subjectName
  • Banks and banking
  • Business enterprises-Finance
  • Risk management
  • Financial engineering
  • Finance
  • Banking
  • Business Finance
  • Risk Management
  • Financial Engineering
  • Quantitative Finance
Label
Credit Risk Management : Pricing, Measurement, and Modeling, by Jiří Witzany, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
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
Edition
1st ed. 2017.
Extent
1 online resource (XVI, 256 p. 87 illus., 65 illus. in color.)
File format
multiple file formats
Form of item
online
Isbn
9783319498003
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-49800-3
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3710000001079884
  • (DE-He213)978-3-319-49800-3
  • (EXLCZ)993710000001079884
Label
Credit Risk Management : Pricing, Measurement, and Modeling, by Jiří Witzany, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
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
Edition
1st ed. 2017.
Extent
1 online resource (XVI, 256 p. 87 illus., 65 illus. in color.)
File format
multiple file formats
Form of item
online
Isbn
9783319498003
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-49800-3
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3710000001079884
  • (DE-He213)978-3-319-49800-3
  • (EXLCZ)993710000001079884

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