| 書(shū)目名稱 | Credit-Risk Modelling | | 副標(biāo)題 | Theoretical Foundati | | 編輯 | David Jamieson Bolder | | 視頻video | http://file.papertrans.cn/240/239650/239650.mp4 | | 概述 | Demonstrates a broad range of state-of-the-art credit-risk models and underscores their interlinkages.Includes extensive Python code to bring the models, diagnostic tools, and estimation of key inputs | | 圖書(shū)封面 |  | | 描述 | 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 r | | 出版日期 | Book 2018 | | 關(guān)鍵詞 | python code; monte carlo; financial engineering; model risk; risk modeling; default risk; binomial models; | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-94688-7 | | isbn_softcover | 978-3-030-06900-1 | | isbn_ebook | 978-3-319-94688-7 | | copyright | Springer International Publishing AG, part of Springer Nature 2018 |
The information of publication is updating
|
|
|Archiver|手機(jī)版|小黑屋|
派博傳思國(guó)際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-15 06:03
發(fā)表于 2025-3-21 19:04:51
