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Jiri Witzany - Credit Risk Management: Pricing, Measurement, and Modeling - 9783319497990 - V9783319497990
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Credit Risk Management: Pricing, Measurement, and Modeling

€ 135.65
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Description for Credit Risk Management: Pricing, Measurement, and Modeling Hardback. .
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 ... Read more

Product Details

Publisher
Springer International Publishing AG
Format
Hardback
Publication date
2017
Condition
New
Number of Pages
256
Place of Publication
Cham, Switzerland
ISBN
9783319497990
SKU
V9783319497990
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About Jiri Witzany
Education: Faculty of Mathematics and Physics, Charles University; Pennsylvania State University, Ph.D. in Mathematics. Work experience: 1996-2006 Komercni banka, a.s. - modern market risk management system development (implementation of the dealing system Trema, the Middle Office function and Management Information System for financial markets trading). 2000 - 2006 Director of The Credit Risk Management Division (scoring functions development, credit risk ... Read more

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