ISBN: 9783319946870 - credit-risk modelling: theoretical foundations, diagnostic tools, practical examples, and numerical recipes in python (22 resultados)

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Gebundene Ausgabe. Condición: Sehr gut. Gebraucht - Sehr gut SG - Ungelesenes Mängelexemplar, gestempelt, mit leichten Lagerspuren - The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical and statistical discussion of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story. Through use of exhaustive practical examples and extensive code illustrations in the Python programming language, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline.…

hardcover. Condición: Gut. 719 Seiten; 9783319946870.3 Gewicht in Gramm: 2.

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Condición: As New. Unread book in perfect condition.

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Hardcover. Condición: Brand New. 684 pages. 9.75x6.50x1.75 inches. In Stock.

Condición: gut. 2018. Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python In deutscher Sprache. pages.

Condición: new. Questo è un articolo print on demand.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical and statistical discussion of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story. Through use of exhaustive practical examples and extensive code illustrations in the Python programming language, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline. 720 pp. Englisch.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Demonstrates a broad range of state-of-the-art credit-risk models and underscores their interlinkages Includes extensive Python code to bring the models, diagnostic tools, and estimation of key inputs parameters to life Combination of mat.…

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical and statistical discussion of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story. Through use of exhaustive practical examples and extensive code illustrations in the Python programming language, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline.…

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Demonstrates a broad range of state-of-the-art credit-risk models and underscores their interlinkagesIncludes extensive Python code to bring the models, diagnostic tools, and estimation of key inputs parameters to lifeCombination of mathematical foundations and practical Python code implementation enriches the reader's understanding and competence in this important fieldSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 720 pp. Englisch.…

Condición: New. Print on Demand.

Condición: New. PRINT ON DEMAND.