| 000 | 03228cam a22005535i 4500 | ||
|---|---|---|---|
| 001 | 21736445 | ||
| 003 | KWUST | ||
| 005 | 20230824113125.0 | ||
| 006 | m |o d | | ||
| 007 | cr ||||||||||| | ||
| 008 | 170224s2017 gw |||| o |||| 0|eng | ||
| 010 | _a 2019754127 | ||
| 020 | _a9783030517533 | ||
| 024 | 7 |
_a10.1007/978-3-319-49800-3 _2doi |
|
| 035 | _a(DE-He213)978-3-319-49800-3 | ||
| 040 |
_aDLC _beng _epn _erda _cDLC |
||
| 050 | _aHG4928.5 .W83 2020 | ||
| 072 | 7 |
_aBUS004000 _2bisacsh |
|
| 072 | 7 |
_aKFFK _2bicssc |
|
| 072 | 7 |
_aKFFK _2thema |
|
| 082 | 0 | 4 |
_a332.1 _223 |
| 100 | 1 |
_aWitzany, Jiří, _eauthor. |
|
| 245 | 1 | 0 |
_aDerivatives: _btheory and practice of trading, valuation, and risk management / _cby Jiří Witzany. |
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2020. |
|
| 300 | _avi,376 p. | ||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 347 |
_atext file _bPDF _2rda |
||
| 505 | 0 | _aIntroduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index. | |
| 520 | _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. | ||
| 588 | _aDescription based on publisher-supplied MARC data. | ||
| 650 | 0 | _aBanks and banking. | |
| 650 | 0 |
_aBusiness enterprises _xFinance. |
|
| 650 | 0 | _aEconomics, Mathematical. | |
| 650 | 0 | _aFinancial engineering. | |
| 650 | 0 | _aRisk management. | |
| 650 | 1 | 4 |
_aBanking. _0https://scigraph.springernature.com/ontologies/product-market-codes/626010 |
| 650 | 2 | 4 |
_aBusiness Finance. _0https://scigraph.springernature.com/ontologies/product-market-codes/512000 |
| 650 | 2 | 4 |
_aFinancial Engineering. _0https://scigraph.springernature.com/ontologies/product-market-codes/612020 |
| 650 | 2 | 4 |
_aQuantitative Finance. _0https://scigraph.springernature.com/ontologies/product-market-codes/M13062 |
| 650 | 2 | 4 |
_aRisk Management. _0https://scigraph.springernature.com/ontologies/product-market-codes/612040 |
| 776 | 0 | 8 |
_iPrint version: _tCredit risk management : pricing, measurement, and modeling _z9783319497990 _w(DLC) 2016962709 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319497990 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319498010 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319842448 |
| 906 |
_a0 _bibc _corigres _du _encip _f20 _gy-gencatlg |
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| 942 |
_2lcc _cBK |
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| 999 |
_c2457 _d2457 |
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