Hugendubel.info - Die B2B Online-Buchhandlung 

Merkliste
Die Merkliste ist leer.
Bitte warten - die Druckansicht der Seite wird vorbereitet.
Der Druckdialog öffnet sich, sobald die Seite vollständig geladen wurde.
Sollte die Druckvorschau unvollständig sein, bitte schliessen und "Erneut drucken" wählen.

Credit Risk Management

Pricing, Measurement, and Modeling
BuchGebunden
256 Seiten
Englisch
Springererschienen am06.03.20171st ed. 2017
This book introduces to basic and advanced methods for credit risk management. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods.mehr
Verfügbare Formate
BuchGebunden
EUR117,69
BuchKartoniert, Paperback
EUR85,59
E-BookPDF1 - PDF WatermarkE-Book
EUR85,59

Produkt

KlappentextThis book introduces to basic and advanced methods for credit risk management. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods.
Details
ISBN/GTIN978-3-319-49799-0
ProduktartBuch
EinbandartGebunden
Verlag
Erscheinungsjahr2017
Erscheinungsdatum06.03.2017
Auflage1st ed. 2017
Seiten256 Seiten
SpracheEnglisch
Gewicht564 g
IllustrationenXVI, 256 p. 87 illus., 65 illus. in color.
Artikel-Nr.41093466
Rubriken

Inhalt/Kritik

Inhaltsverzeichnis
Introduction.- Credit Risk Management.- Rating and Scoring Systems.- Portfolio Credit Risk.- Credit Derivatives.- Conclusion.- Index.mehr

Schlagworte

Autor

Education: Faculty of Mathematics and Physics, Charles University; Pennsylvania State University, Ph.D. in Mathematics. Work experience: 1996-2006 Komercní banka, a.s. - modern market risk management system development (implementation of the dealing system Trema, the Middle Office function and Management Information System for financial markets trading). 2000 - 2006 Director of The Credit Risk Management Division (scoring functions development, credit risk reporting and data management, implementation of Basel II, real estate valuation); 2006 - 2009 Senior Consultant CRA System (Nielsen Admosphere, a.s.). Since 2009 co-founder and managing director of Quantitative Consulting s.r.o. Academic activities: Lecturer at Pennsylvania State University and University of California in Los Angeles in the past; Associate Professor at Faculty of Mathematics and Physics at Charles University and at Faculty of Finance and Accounting of the University of Economics in Prague (Full Professor since 2016); Guarantor of the Financial Engineering Master degree program.
Weitere Artikel von
Witzany, Jirí