Active Credit Portfolio Management in Practice

Note moyenne 4
( 5 avis fournis par Goodreads )
 
9780470080184: Active Credit Portfolio Management in Practice

State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis

Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications.  Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors' Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

From the Back Cover :

Praise for

Active Credit Portfolio Management in Practice

"This is an excellent book written by two authors who have a wealth of credit modeling experience."

—John Hull, Maple Financial Group Professor of Derivatives and Risk Management, Joseph L. Rotman School of Management, University of Toronto

"Bohn and Stein, both accomplished theorists and practitioners, present an accessible collection of complex models to assist the modern financial institution to manage credit risk effectively in what we all now understand to be the most critical financial risk concept in the world today. Now it is up to the major stakeholders, especially senior management and boards, to embrace these models and make them an integral part of their firms' culture."

—Professor Edward I. Altman, Max L. Heine Professor of Finance, Stern School of Business, NYU

"This book, by authors who have worked very closely with the theory and practical implementation of credit models, is an excellent field guide to credit risk modeling . . . The authors do not shrink from explaining difficult models but, instead of providing lengthy proofs, focus on explaining the intuition behind the models, and their practical limitations, in simple, accessible language. This is a must-read for practitioners in the area of credit risk, risk management, and banking, and for students and faculty in finance."
—Raghuram G. Rajan, Eric J. Gleacher Distinguished Service Professor ofFinance, University of Chicago Booth School of Business, and former Chief Economist, International Monetary Fund

"Bohn and Stein have created a wonderful guide to state-of-the-art credit risk modeling and credit risk portfolio construction. The book will provide the reader with a clear understanding of the theoretical foundation for the most useful credit models, and with a wealth of practical information on implementing these models. This book provides key insights on how to use and, perhaps more importantly, how to not misuse creditrisk models."
—Kent D. Daniel, Director of Equity Research, Quantitative Investment Strategies, Goldman Sachs Asset Management

"Suffice it to say that this is a rich book on matters of historic proportions."
—Peter Carr, PhD, Head of Quantitative Financial Research, Bloomberg; Director of the Masters in Math Finance Program, Courant Institute, NYU

"A breakthrough piece and so timely! Bohn and Stein take us through this complex topic in a clearly articulated rational progression."
—Loretta M. Hennessey, First Chairperson of the International Association of Credit Portfolio Managers

About the Author :

Jeffrey R. Bohn, PhD (Tokyo Japan, and San Francisco,CA) leads the Financial Strategies group at Shinsei Bank in Tokyo. Previously, he co-led Moody’s KMV’s (MKMV’s) Global Research group and led MKMV’s Credit Strategies group.

Roger M. Stein, PhD  (New York, NY) is Group Managing Director at Moody’s where he leads the newly formed Moody’s Quantitative Research and Analytics group. Previously, he co-led MKMV’s Global Research group. Prior to that he led Moody’s Risk Management Services’ Research Group.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Meilleurs résultats de recherche sur AbeBooks

1.

Jeffrey R. Bohn; Roger M. Stein
Edité par John Wiley and Sons
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Quantité : > 20
Vendeur
INDOO
(Avenel, NJ, Etats-Unis)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons. État : New. Brand New. N° de réf. du libraire 0470080183

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 47,91
Autre devise

Ajouter au panier

Frais de port : EUR 3
Vers Etats-Unis
Destinations, frais et délais

2.

Jeffrey R. Bohn, Peter Crosbie, Roger M. Stein
Edité par John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Edition originale Quantité : 10
Vendeur
The Book Depository US
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd, United Kingdom, 2009. Online resource. État : New. 1. Auflage. Language: English . Brand New Book. State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented. N° de réf. du libraire BZV9780470080184

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 73,89
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

3.

Jeffrey R. Bohn
Edité par John Wiley and#38; Sons (2009)
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Quantité : 7
Vendeur
Books2Anywhere
(Fairford, GLOS, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and#38; Sons, 2009. HRD. État : New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. N° de réf. du libraire FW-9780470080184

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 68,23
Autre devise

Ajouter au panier

Frais de port : EUR 10,02
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

4.

Jeffrey R. Bohn, Peter Crosbie, Roger M. Stein
Edité par John Wiley and Sons Ltd
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Couverture rigide Quantité : 8
Vendeur
THE SAINT BOOKSTORE
(Southport, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd. Hardback. État : new. BRAND NEW, Active Credit Portfolio Management in Practice, Jeffrey R. Bohn, Peter Crosbie, Roger M. Stein, State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors' Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented. N° de réf. du libraire B9780470080184

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 80,30
Autre devise

Ajouter au panier

Frais de port : EUR 7,74
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

5.

Jeffrey R. Bohn, Peter Crosbie, Roger M. Stein
Edité par John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Edition originale Quantité : 10
Vendeur
Book Depository hard to find
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd, United Kingdom, 2009. Online resource. État : New. 1. Auflage. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented. N° de réf. du libraire BZV9780470080184

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 88,21
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

6.

Jeffrey R. Bohn; Roger M. Stein
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Quantité : 2
Vendeur
BWB
(Valley Stream, NY, Etats-Unis)
Evaluation vendeur
[?]

Description du livre État : New. Depending on your location, this item may ship from the US or UK. N° de réf. du libraire 97804700801840000000

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 89,47
Autre devise

Ajouter au panier

Frais de port : Gratuit
Vers Etats-Unis
Destinations, frais et délais

7.

Bohn, Jeffrey R., Stein, Roger M.
Edité par Wiley (2009)
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Couverture rigide Quantité : 2
Vendeur
Murray Media
(North Miami Beach, FL, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley, 2009. Hardcover. État : New. N° de réf. du libraire P110470080183

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 87,70
Autre devise

Ajouter au panier

Frais de port : EUR 2,56
Vers Etats-Unis
Destinations, frais et délais

8.

Jeffrey R. Bohn, Peter Crosbie, Roger M. Stein
Edité par John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Edition originale Quantité : 1
Vendeur
The Book Depository
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd, United Kingdom, 2009. Online resource. État : New. 1. Auflage. Language: English . Brand New Book. State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented. N° de réf. du libraire AAH9780470080184

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 95,08
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

9.

Jeffrey R. Bohn; Roger M. Stein
Edité par Wiley (2009)
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Couverture rigide Quantité : 1
Vendeur
Irish Booksellers
(Rumford, ME, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley, 2009. Hardcover. État : New. book. N° de réf. du libraire 0470080183

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 100,21
Autre devise

Ajouter au panier

Frais de port : Gratuit
Vers Etats-Unis
Destinations, frais et délais

10.

Jeffrey R. Bohn, Roger M. Stein
Edité par Wiley (2009)
ISBN 10 : 0470080183 ISBN 13 : 9780470080184
Neuf(s) Couverture rigide Quantité : 1
Vendeur
Ergodebooks
(RICHMOND, TX, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley, 2009. Hardcover. État : New. 1. N° de réf. du libraire DADAX0470080183

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 103,86
Autre devise

Ajouter au panier

Frais de port : EUR 3,42
Vers Etats-Unis
Destinations, frais et délais

autres exemplaires de ce livre sont disponibles

Afficher tous les résultats pour ce livre