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Giuseppe Orlando; Michele Bufalo; Henry Penikas; Concetta Zurlo
USD
52.90
GF Books, Inc. /Abebooks
ISBN10: 9811252351, ISBN13: 9789811252358, [publisher: World Scientific Publishing Company] Hardcover Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. 2.05 [Hawthorne, CA, U.S.A.] [Publication Year: 2022]
Giuseppe Orlando; Michele Bufalo; Henry Penikas; Concetta Zurlo
USD
115.72
GF Books, Inc. /Abebooks
ISBN10: 9811252351, ISBN13: 9789811252358, [publisher: World Scientific Publishing Company] Hardcover Book is in NEW condition. 2.05 [Hawthorne, CA, U.S.A.] [Publication Year: 2022]
Giuseppe Orlando; Michele Bufalo; Henry Penikas; Concetta Zurlo
USD
115.73
Book Deals /Abebooks
ISBN10: 9811252351, ISBN13: 9789811252358, [publisher: World Scientific Publishing Company] Hardcover New! This book is in the same immaculate condition as when it was published 2.05 [Tucson, AZ, U.S.A.] [Publication Year: 2022]
World Scientific Pub Co Inc, Date: 2022. Hardcover. New. 436 pages. 9.61x6.69x0.94 inches. 2022. World Scientific Pub Co Inc ISBN 9811252351 9789811252358 [GB]
Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; The Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks. ISBN 9811252351 9789811252358 [GB]
World Scientific Pub Co Inc, Date: 2022. Hardcover. New. 436 pages. 9.61x6.69x0.94 inches. 2022. World Scientific Pub Co Inc ISBN 9811252351 9789811252358 [GB]
ISBN10: 9811252351, ISBN13: 9789811252358, [publisher: WSPC] Hardcover nach der Bestellung gedruckt Neuware - Printed after ordering - The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts of both mathematics and finance. Initially the focus is on the modeling of credit risk parameters mainly at the level of individual debtor and transaction, after which the book delves into counterparty credit risk, thus providing the link between credit and market risks. The second part is aimed at the portfolio level when multiple loans are pooled and default correlation becomes an important factor to consider and model. In this respect, the book explains how copulas help in modeling. The final stage is the macro perspective when the combination of credit risks related to financial institutions produces systemic risk and affects overall financial stability. The entire approach is two-dimensional as well. First, all modeling steps have replicable programming codes both in R and Matlab. In this way, the reader can experience the impact of changing the default probabilities of a given borrower or the weights of a sector. Second, at each stage, the book discusses the regulatory environment. This is because, at times, regulation can have stricter constraints than the outcome of internal models. In summary, the book guides the reader in modeling and managing credit risk by providing ...
Giuseppe Orlando; Michele Bufalo; Henry Penikas; Concetta Zurlo
USD
222.00
ALLBOOKS1 /Abebooks AUS
ISBN10: 9811252351, ISBN13: 9789811252358, [publisher: World Scientific Publishing Company] Hardcover [Salisbury Plain, SA, Australia] [Publication Year: 2022]
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