Credit-Risk Modelling - Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python (Paperback, Softcover reprint of the original 1st ed. 2018)

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.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Release date:	2019
First published:	2018
Authors:	David Jamieson Bolder
Dimensions:	235 x 155 x 37mm (L x W x T)
Format:	Paperback
Pages:	684
Edition:	Softcover reprint of the original 1st ed. 2018
ISBN-13:	978-3-03-006900-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > Corporate finance Books > Business & Economics > Finance & accounting > Finance > Banking Books > Business & Economics > Business & management > Management & management techniques > General Books > Money & Finance > Banking Books > Money & Finance > Corporate finance
LSN:	3-03-006900-1
Barcode:	9783030069001

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