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010   $a3-319-49800-2
024 7 $a10.1007/978-3-319-49800-3
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   $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