Credit-Risk Modelling
Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
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
Januar 2019, ca. 720 Seiten, Englisch
Springer
978-3-030-06900-1
Springer
978-3-030-06900-1