Coverart for item
The Resource Credit Risk Management : Pricing, Measurement, and Modeling, by Jiří Witzany, (electronic resource)

Credit Risk Management : Pricing, Measurement, and Modeling, by Jiří Witzany, (electronic resource)

Label
Credit Risk Management : Pricing, Measurement, and Modeling
Title
Credit Risk Management
Title remainder
Pricing, Measurement, and Modeling
Statement of responsibility
by Jiří Witzany
Creator
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Witzany, Jiří
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Springer eBooks
http://library.link/vocab/subjectName
  • Finance
  • Business enterprises
  • Banks and banking
  • Risk management
  • Financial engineering
  • Economics, Mathematical
Label
Credit Risk Management : Pricing, Measurement, and Modeling, by Jiří Witzany, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-49800-3
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index
Control code
978-3-319-49800-3
Dimensions
unknown
Extent
1 online resource (XIII, 250 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319498003
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-49800-3
Other physical details
87 illustrations, 65 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)974455510
Label
Credit Risk Management : Pricing, Measurement, and Modeling, by Jiří Witzany, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-49800-3
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index
Control code
978-3-319-49800-3
Dimensions
unknown
Extent
1 online resource (XIII, 250 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319498003
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-49800-3
Other physical details
87 illustrations, 65 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)974455510

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