Credit-Risk Modelling Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python /
| 主要作者: | |
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| 企業作者: | |
| 總結: | XXXV, 684 p. 130 illus. in color. text |
| 語言: | 英语 |
| 出版: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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| 版: | 1st ed. 2018. |
| 主題: | |
| 在線閱讀: | https://doi.org/10.1007/978-3-319-94688-7 |
| 格式: | 電子 電子書 |
書本目錄:
- 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.