LEADER 01153nam a22002771i 4500 001 991000119089707536 005 20040722215905.0 008 040802s1964 it a||||||||||||||||ita 035 $ab13179500-39ule_inst 035 $aARCHE-113211$9ExL 040 $aBiblioteca Interfacoltà$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a759.5 100 0 $aTintoretto$0210209 245 10$aTintoretto /$c[Giovanni Fortunato Bianchi] 260 $aMilano :$bFabbri,$cc1964 300 $a1 v. :$bill. ;$c36 cm 440 2$aI maestri del colore ;$v17 600 14$aTintoretto, Jacopo 700 1 $aBianchi, Giovanni Fortunato$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0734716 907 $a.b13179500$b02-04-14$c05-08-04 912 $a991000119089707536 945 $aLE002 Fondo Giudici Busta 26/013$g1$i2002000749765$lle002$nC. 1$o-$pE0.00$q-$rn$so $t0$u0$v0$w0$x0$y.i1382031x$z05-08-04 945 $aLE009 ART.COLL.1/17$cV.17$g1$i2009000270329$lle009$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i14383482$z01-03-07 996 $aTintoretto$91450837 997 $aUNISALENTO 998 $ale002$ale009$b05-08-04$cm$da $e-$fita$git $h0$i1 LEADER 03462nam 22006855 450 001 9910255027703321 005 20250901125321.0 010 $a3-319-49800-2 024 7 $a10.1007/978-3-319-49800-3 035 $a(PPN)286938693 035 $a(CKB)3710000001079884 035 $a(DE-He213)978-3-319-49800-3 035 $a(MiAaPQ)EBC6315121 035 $a(MiAaPQ)EBC5610780 035 $a(Au-PeEL)EBL5610780 035 $a(OCoLC)974455510 035 $a(EXLCZ)993710000001079884 100 $a20170224d2017 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aCredit Risk Management $ePricing, Measurement, and Modeling /$fby Ji?í Witzany 205 $a1st ed. 2017. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017. 215 $a1 online resource (XVI, 256 p. 87 illus., 65 illus. in color.) 300 $aIncludes index. 311 08$a3-319-49799-5 327 $aIntroduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index. 330 $aThis 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. 606 $aBanks and banking 606 $aBusiness enterprises?Finance 606 $aRisk management 606 $aFinancial engineering 606 $aEconomics, Mathematical 606 $aBanking$3https://scigraph.springernature.com/ontologies/product-market-codes/626010 606 $aBusiness Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/512000 606 $aRisk Management$3https://scigraph.springernature.com/ontologies/product-market-codes/612040 606 $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 615 0$aBanks and banking. 615 0$aBusiness enterprises?Finance. 615 0$aRisk management. 615 0$aFinancial engineering. 615 0$aEconomics, Mathematical. 615 14$aBanking. 615 24$aBusiness Finance. 615 24$aRisk Management. 615 24$aFinancial Engineering. 615 24$aQuantitative Finance. 676 $a658.88 700 $aWitzany$b Ji?í$4aut$4http://id.loc.gov/vocabulary/relators/aut$0915007 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910255027703321 996 $aCredit Risk Management$92050595 997 $aUNINA