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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  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Bolder David Jamieson  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui