Credit-Risk Modelling
Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
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 parameters to life Combination of mathematical foundations and practical Python code implementation enriches the reader’s understanding and competence in this important field
| Autor: | Bolder, David Jamieson |
|---|---|
| ISBN: | 9783030069001 |
| Sprache: | Englisch |
| Seitenzahl: | 684 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer International Publishing |
| Veröffentlicht: | 12.01.2019 |
| Untertitel: | Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python |
| Schlagworte: | asset correlation binomial models black scholes default risk financial engineering model risk monte carlo poisson models python code risk modeling |
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