Credit-Risk Modelling Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python /
| 第一著者: | |
|---|---|
| 団体著者: | |
| 要約: | XXXV, 684 p. 130 illus. in color. text |
| 言語: | 英語 |
| 出版事項: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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| 版: | 1st ed. 2018. |
| 主題: | |
| オンライン･アクセス: | https://doi.org/10.1007/978-3-319-94688-7 |
| フォーマット: | 電子媒体 図書 |
目次:
- 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.