Description: Credit-Risk Modelling by David Jamieson Bolder Estimated delivery 4-14 business days Format Hardcover Condition Brand New Description 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. Publisher Description 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. Author Biography David Jamieson Bolder is currently head of the World Bank Groups (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. Details ISBN 3319946870 ISBN-13 9783319946870 Title Credit-Risk Modelling Author David Jamieson Bolder Format Hardcover Year 2018 Pages 684 Edition 1st Publisher Springer International Publishing AG GE_Item_ID:123950909; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 125.31 USD
Location: Calgary, Alberta
End Time: 2024-12-28T07:35:06.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
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Refund will be given as: Money Back
ISBN-13: 9783319946870
Book Title: Credit-Risk Modelling
Number of Pages: Xxxv, 684 Pages
Language: English
Publication Name: Credit Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Publisher: Springer International Publishing A&G
Publication Year: 2018
Subject: Finance / Financial Risk Management, Applied, Corporate Finance / General, Enterprise Applications / General
Type: Textbook
Item Weight: 43.7 Oz
Subject Area: Mathematics, Computers, Business & Economics
Author: David Jamieson Bolder
Item Length: 9.3 in
Item Width: 6.1 in
Format: Hardcover