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Credit Risk Management
Pricing, Measurement, and Modeling
Taschenbuch von Ji¿í Witzany
Sprache: Englisch

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Über den Autor

Education:Faculty of Mathematics and Physics, Charles University; Pennsylvania State University, Ph.D. in Mathematics. Work experience: 1996-2006 Komer¿ní banka, a.s. - modern market risk management system development (implementation of the dealing system Trema, the Middle Office function and Management Information System for financial markets trading). 2000 - 2006 Director of The Credit Risk Management Division (scoring functions development, credit risk reporting and data management, implementation of Basel II, real estate valuation); 2006 - 2009 Senior Consultant CRA System (Nielsen Admosphere, a.s.). Since 2009 co-founder and managing director of Quantitative Consulting s.r.o. Academic activities: Lecturer at Pennsylvania State University and University of California in Los Angeles in the past; Associate Professor at Faculty of Mathematics and Physics at Charles University and at Faculty of Finance and Accounting of the University of Economics in Prague (Full Professor since 2016); Guarantor of the Financial Engineering Master degree program.

Zusammenfassung

Introduces to classical and modern credit risk management

Illustrates Basel II and III credit risk requirements to help readers understand the complex set of regulatory documents

Describes new credit risk modeling methods like Support Vector Machines and concepts such as Credit Valuation Adjustment

Offers a practical guide and a case study for the development of individual credit scoring functions

Inhaltsverzeichnis
Introduction.- Credit Risk Management.- Rating and Scoring Systems.- Portfolio Credit Risk.- Credit Derivatives.- Conclusion.- Index.
Details
Erscheinungsjahr: 2018
Fachbereich: Einzelne Wirtschaftszweige
Genre: Recht, Sozialwissenschaften, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: xvi
256 S.
22 s/w Illustr.
65 farbige Illustr.
256 p. 87 illus.
65 illus. in color.
ISBN-13: 9783319842448
ISBN-10: 3319842447
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Witzany, Ji¿í
Auflage: Softcover reprint of the original 1st edition 2017
Hersteller: Springer Nature Switzerland
Springer International Publishing
Springer International Publishing AG
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 15 mm
Von/Mit: Ji¿í Witzany
Erscheinungsdatum: 20.07.2018
Gewicht: 0,417 kg
Artikel-ID: 114227478
Über den Autor

Education:Faculty of Mathematics and Physics, Charles University; Pennsylvania State University, Ph.D. in Mathematics. Work experience: 1996-2006 Komer¿ní banka, a.s. - modern market risk management system development (implementation of the dealing system Trema, the Middle Office function and Management Information System for financial markets trading). 2000 - 2006 Director of The Credit Risk Management Division (scoring functions development, credit risk reporting and data management, implementation of Basel II, real estate valuation); 2006 - 2009 Senior Consultant CRA System (Nielsen Admosphere, a.s.). Since 2009 co-founder and managing director of Quantitative Consulting s.r.o. Academic activities: Lecturer at Pennsylvania State University and University of California in Los Angeles in the past; Associate Professor at Faculty of Mathematics and Physics at Charles University and at Faculty of Finance and Accounting of the University of Economics in Prague (Full Professor since 2016); Guarantor of the Financial Engineering Master degree program.

Zusammenfassung

Introduces to classical and modern credit risk management

Illustrates Basel II and III credit risk requirements to help readers understand the complex set of regulatory documents

Describes new credit risk modeling methods like Support Vector Machines and concepts such as Credit Valuation Adjustment

Offers a practical guide and a case study for the development of individual credit scoring functions

Inhaltsverzeichnis
Introduction.- Credit Risk Management.- Rating and Scoring Systems.- Portfolio Credit Risk.- Credit Derivatives.- Conclusion.- Index.
Details
Erscheinungsjahr: 2018
Fachbereich: Einzelne Wirtschaftszweige
Genre: Recht, Sozialwissenschaften, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: xvi
256 S.
22 s/w Illustr.
65 farbige Illustr.
256 p. 87 illus.
65 illus. in color.
ISBN-13: 9783319842448
ISBN-10: 3319842447
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Witzany, Ji¿í
Auflage: Softcover reprint of the original 1st edition 2017
Hersteller: Springer Nature Switzerland
Springer International Publishing
Springer International Publishing AG
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 15 mm
Von/Mit: Ji¿í Witzany
Erscheinungsdatum: 20.07.2018
Gewicht: 0,417 kg
Artikel-ID: 114227478
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