The Resource Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python, by David Jamieson Bolder, (electronic resource)

Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python, by David Jamieson Bolder, (electronic resource)

Label
Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Title
Credit-Risk Modelling
Title remainder
Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Statement of responsibility
by David Jamieson Bolder
Creator
Author
Author
Subject
Language
eng
Summary
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, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline
http://library.link/vocab/creatorName
Bolder, David Jamieson
Dewey number
332.701
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
TGWE5zjsyMo
LC call number
HD61
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/subjectName
  • Risk management
  • Business enterprises-Finance
  • Finance
  • Financial engineering
  • Banks and banking
  • Statistics
  • Risk Management
  • Business Finance
  • Quantitative Finance
  • Financial Engineering
  • Banking
  • Statistics for Business, Management, Economics, Finance, Insurance
Label
Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python, by David Jamieson Bolder, (electronic resource)
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Getting Started -- Part I Modelling Frameworks -- A Natural First Step.-Mixture or Actuarial Models -- Threshold Models.-The Genesis of Credit-Risk Modelling -- Part II Diagnostic Tools -- A Regulatory Perspective -- Risk Attribution -- Monte Carlo Methods -- Part III Parameter Estimation -- Default Probabilities -- Default and Asset Correlation
Dimensions
unknown
Edition
1st ed. 2018.
Extent
1 online resource (704 pages)
Form of item
online
Isbn
9783319946887
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-94688-7
Sound
unknown sound
Specific material designation
remote
System control number
  • (CKB)4100000007110635
  • (MiAaPQ)EBC5583597
  • (DE-He213)978-3-319-94688-7
  • (EXLCZ)994100000007110635
Label
Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python, by David Jamieson Bolder, (electronic resource)
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Getting Started -- Part I Modelling Frameworks -- A Natural First Step.-Mixture or Actuarial Models -- Threshold Models.-The Genesis of Credit-Risk Modelling -- Part II Diagnostic Tools -- A Regulatory Perspective -- Risk Attribution -- Monte Carlo Methods -- Part III Parameter Estimation -- Default Probabilities -- Default and Asset Correlation
Dimensions
unknown
Edition
1st ed. 2018.
Extent
1 online resource (704 pages)
Form of item
online
Isbn
9783319946887
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-94688-7
Sound
unknown sound
Specific material designation
remote
System control number
  • (CKB)4100000007110635
  • (MiAaPQ)EBC5583597
  • (DE-He213)978-3-319-94688-7
  • (EXLCZ)994100000007110635

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