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 ...
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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 resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline.
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Add this copy of Credit-Risk Modelling: Theoretical Foundations, to cart. $32.40, good condition, Sold by Goodwill Southern California rated 4.0 out of 5 stars, ships from Los Angeles, CA, UNITED STATES, published 2018 by Springer International Publishing AG.
Add this copy of Credit-Risk Modelling: Theoretical Foundations, to cart. $42.36, fair condition, Sold by Academic Book Solutions rated 5.0 out of 5 stars, ships from Medford, NY, UNITED STATES, published 2019 by Springer.
Edition:
Softcover reprint of the original 1st edition 2018
Publisher:
Springer
Published:
01/2019
Language:
English
Alibris ID:
17242997774
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Used-Acceptable. A readable copy. All pages are intact, and the cover is intact (the dust cover may be missing). Pages can include notes--in pen or highlighter.
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