Credit-risk modelling : theoretical foundations, diagnostic tools, practical examples, and numerical recipes in Python /: theoretical foundations, diagnostic tools, practical examples, and numerical recipes in Python. ([2018])

• Record Type: Book
• Further Information: Note: David Jamieson Bolder.
• Authors: Bolder, David
• Contents: 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.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 658.8/80151; Finance; Credit -- Mathematical models; Financial risk management -- Mathematical models; Python (Computer program language); BUSINESS & ECONOMICS / Industrial Management; BUSINESS & ECONOMICS / Management; BUSINESS & ECONOMICS / Management Science; BUSINESS & ECONOMICS / Organizational Behavior; Business & Economics -- Corporate Finance; Mathematics -- Applied; Business & Economics -- Banks & Banking; Business & Economics -- Statistics; Corporate finance; Finance & accounting; Finance; Banking; Probability & statistics; Risk management; Financial engineering; Banks and banking; Statistics; Business & Economics -- Insurance -- Risk Assessment & Management; Management & management techniques; Electronic books
• Languages: English
• ISBNs: 9783319946887; 3319946889
• Related ISBNs: 9783319946870
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed November 7, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.