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Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python / / by David Jamieson Bolder
| Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python / / by David Jamieson Bolder |
| Autore | Bolder David Jamieson |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (704 pages) |
| Disciplina | 332.701 |
| Soggetto topico |
Risk management
Business enterprises—Finance Economics, Mathematical Financial engineering Banks and banking Statistics Risk Management Business Finance Quantitative Finance Financial Engineering Banking Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-94688-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Getting Started -- Part I Modelling Frameworks -- A Natural First Step.-Mixture or Actuarial Models -- Threshold Models.-The Genesis of Credit-Risk Modelling -- Part II Diagnostic Tools -- A Regulatory Perspective -- Risk Attribution -- Monte Carlo Methods -- Part III Parameter Estimation -- Default Probabilities -- Default and Asset Correlation. |
| Record Nr. | UNINA-9910299638903321 |
Bolder David Jamieson
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios / / by David Jamieson Bolder
| Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios / / by David Jamieson Bolder |
| Autore | Bolder David Jamieson |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (559 p.) |
| Disciplina |
330
332.041 519 650 657.8333 658.152 |
| Soggetto topico |
Finance
Economics, Mathematical Personal finance Pension plans Management Finance, general Quantitative Finance Personal Finance/Wealth Management/Pension Planning |
| ISBN | 3-319-12667-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | What Is Portfolio Analytics?- From Risk Factors to Returns: Computing Exposures -- A Useful Approximation -- Extending Our Framework -- The Yield Curve: Fitting Yield Curves -- Modelling Yield Curves -- Performance: Basic Performance Attribution -- Advanced Performance Attribution -- Traditional Performance Attribution -- Risk: Introducing Risk -- Portfolio Risk -- Exploring Uncertainty in Risk Measurement -- Risk and Performance: Combining Risk and Return -- The Ex-Post World -- Appendix: Some Mathematical Background -- A Few Thoughts on Optimization -- Index. |
| Record Nr. | UNINA-9910298494703321 |
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Bolder David Jamieson
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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