Credit Risk Modelling: The Cutting-edge Collection - Technical Papers Published in Risk 1999-2003 - Tapa dura
Sinopsis
Book by Gordy Michael
"Sinopsis" puede pertenecer a otra edición de este libro.
Reseña del editor
This volume brings together the most innovative and instrumental papers on credit risk modelling to reflect the major developments to date. This volume also focuses on the influences that are currently shaping the industry. The book is designed to allow readers to easily familiarise themselves with all the leading authorities, ideas and techniques used in today's business. The papers are subdivided into easy-reference sections that include credit portfolio modelling and measurement; credit derivatives; default models and prediction; credit risk modelling in relation to Basel II. It is introduced by Michael Gordy, who illustrates the significance that each chapter has on modern credit practice It allows the reader to compare and contrast two different philosophies in credit risk modelling - "structural models" and "reduced-form models" The book covers the statistical and financial tools that lie behind credit risk theory and management in addition to offering a comprehensive treatment of the pricing of credit derivatives, including credit swaps and CDOs. It includes detailed analysis on the basic parameters that dominate credit risk modelling, such as default probabilities, credit ratings, rating transitions and recovery rates
Biografía del autor
Michael Gordy is a senior economist in the research and statistics division of the Federal Reserve Board. His current research focuses on the design, calibration, computation and validation of models of portfolio credit risk, and on the adaptation of these models to setting regulatory capital requirements. Michael received his PhD in economics from MIT in 1994 and a BA in mathematics and philosophy from Yale University in 1985.
"Sobre este título" puede pertenecer a otra edición de este libro.
Resultados de la búsqueda para Credit Risk Modelling: The Cutting-edge Collection...
Imagen de archivo
Credit Risk Modelling: The Cutting-edge Collection - Technical Papers published in Risk 1999-2003
Librería: The Book Spot, Sioux Falls, MN, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: New. Nº de ref. del artículo: Abebooks455208
Comprar nuevo
EUR 443,60
Gastos de envío gratis
Se envía dentro de Estados Unidos de America
Se envía dentro de Estados Unidos de America
Cantidad disponible: 1 disponibles