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03269nam a22005415i 4500 |
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978-3-319-49800-3 |
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20210619140143.0 |
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170224s2017 gw | s |||| 0|eng d |
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|a 9783319498003
|9 978-3-319-49800-3
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|a 10.1007/978-3-319-49800-3
|2 doi
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|a HG1501-3550
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|a 332.1
|2 23
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|a Witzany, Jiří.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 245 |
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|a Credit Risk Management
|h [electronic resource] :
|b Pricing, Measurement, and Modeling /
|c by Jiří Witzany.
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| 250 |
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|a 1st ed. 2017.
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| 264 |
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1 |
|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2017.
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| 300 |
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|a XVI, 256 p. 87 illus., 65 illus. in color.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
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|a text file
|b PDF
|2 rda
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|a Introduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index.
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| 520 |
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|a 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.
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| 650 |
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|a Banks and banking.
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| 650 |
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|a Business enterprises—Finance.
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| 650 |
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|a Risk management.
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| 650 |
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|a Financial engineering.
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| 650 |
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|a Economics, Mathematical .
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| 650 |
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|a Banking.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/626010
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| 650 |
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|a Business Finance.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/512000
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| 650 |
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|a Risk Management.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/612040
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| 650 |
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|a Financial Engineering.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/612020
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| 650 |
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|a Quantitative Finance.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/M13062
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
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|t Springer Nature eBook
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| 776 |
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8 |
|i Printed edition:
|z 9783319497990
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| 776 |
0 |
8 |
|i Printed edition:
|z 9783319498010
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| 776 |
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8 |
|i Printed edition:
|z 9783319842448
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| 856 |
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|u https://doi.org/10.1007/978-3-319-49800-3
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| 912 |
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|a ZDB-2-ECF
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| 912 |
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|a ZDB-2-SXEF
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| 950 |
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|a Economics and Finance (SpringerNature-41170)
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| 950 |
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|a Economics and Finance (R0) (SpringerNature-43720)
|
