Credit Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python - Couverture rigide

Bolder, David Jamieson

Couverture rigide

ISBN 10 : 3319946870 ISBN 13 : 9783319946870

Editeur : Springer International Publishing AG, 2018

Synopsis

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 mathematical foundations and practical Python code implementation enriches the reader's understanding and competence in this important field

A propos du livre

À propos de l'auteur

David Jamieson Bolder is currently head of the World Bank Group's (WBG) model-risk function. Prior to this appointment, he provided analytic support to the Bank for International Settlements' (BIS) treasury and asset-management functions and worked in quantitative roles at the Bank of Canada, the World Bank Treasury, and the European Bank for Reconstruction and Development. He has authored numerous papers, articles, and chapters in books on financial modelling, stochastic simulation, and optimization. He has also published a comprehensive book on fixed-income portfolio analytics. His career has focused on the application of mathematical techniques towards informing decision-making in the areas of sovereign-debt, pension-fund, portfolio-risk, and foreign-reserve management.

Détails de l'édition

• Éditeur: Springer International Publishing AG
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 3319946870
• ISBN 13: 9783319946870
• Reliure: Relié
• Nombre de pages: 719
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne