Search Results for Credit.

1.

Credit risk modeling using Excel and VBA

by

Löffler, Gunter (Gunter Johannes)

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Publisher description http://www.loc.gov/catdir/enhancements/fy0741/2007002347-d.html
Contributor biographical information http://www.loc.gov/catdir/enhancements/fy0741/2007002347-b.html
Table of contents only http://www.loc.gov/catdir/toc/ecip079/2007002347.html

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Publication Date

2007

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Credit risk modeling using Excel and VBA / Löffler, Gunter (Gunter Johannes)

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2.

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets

by

Gregory, Jon, 1971-

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Publication Date

2012

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Counterparty credit risk and credit value adjustment : a continuing challenge for global financial

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3.

Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms

by

Saunders, Anthony, 1949-

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Publication Date

2010

Excerpt:

Credit risk measurement in and out of the financial crisis : new approaches to value at risk and

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4.

Credit risk modeling using Excel and VBA with DVD

by

Loffler, Gunter (Gunter Johannes)

Format:

Electronic Resources

Publication Date

2011

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Credit risk modeling using Excel and VBA with DVD / Loffler, Gunter (Gunter Johannes)

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5.

Counterparty credit risk : the new challenge for global financial markets

by

Gregory, Jon, 1971-

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Publication Date

2010

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Counterparty credit risk : the new challenge for global financial markets / Gregory, Jon, 1971-

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6.

CDS delivery option : better pricing of credit default swaps

by

Boberski, David.

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Books

Publication Date

2009

Excerpt:

CDS delivery option : better pricing of credit default swaps / Boberski, David.

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7.

Credit derivative strategies : new thinking on managing risk and return

by

Douglas, Rohan.

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Publication Date

2007

Excerpt:

Credit derivative strategies : new thinking on managing risk and return / Douglas, Rohan.

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8.

Understanding investments : theories and strategies

by

Laopodis, Nikiforos, 1961-

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Books

Publication Date

2013

Excerpt:

Market for Credit Derivatives -- Credit Default Swap -- Total Return Swap -- Asset Swap -- Collateralized

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9.

Governance reimagined : organizational design, risk, and value creation

by

Koenig, David R., 1962-

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Books

Publication Date

2012

Excerpt:

-- Retirees -- Case Study: Iceland and the Credit Crisis -- How We Look Affects Our Value -- Notes -- ch. 6

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10.

Understanding and managing model risk : a practical guide for quants, traders and validators

by

Morini, Massimo.

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Books

Publication Date

2011

Excerpt:

Arbitrage -- 11.1.Introduction -- 11.2.Capital Structure Arbitrage -- 11.2.1.The Credit Model -- 11.2.2.The

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11.

Financial risk manager handbook plus test bank : FRM Part I/Part II

by

Jorion, Philippe, 1955-

Format:

Books

Publication Date

2011

Excerpt:

-- ch. 23 Credit Derivatives and Structured Products -- ch. 24 Managing Credit Risk -- pt. SEVEN

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12.

Principles of quantitative development

by

Thulasidas, Manoj.

Format:

Books

Publication Date

2010

Excerpt:

pathways. -- 6.2.7 Batch processing and grid computing. -- 6.2.8 Credit replication. -- 6.2.9 Security and

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13.

The Basel II risk parameters : estimation, validation, and stress testing

by

Engelmann, Bernd.

Publisher description http://www.loc.gov/catdir/enhancements/fy0824/2006929673-d.html
Table of contents only http://www.loc.gov/catdir/enhancements/fy0824/2006929673-t.html

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Publication Date

2010

Excerpt:

Credit ratings -- Mathematical models.

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14.

Shipping derivatives and risk management

by

Alizadeh, Amir H., 1966-

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Books

Publication Date

2009

Excerpt:

and risk management -- Financial and interest rate risk in shipping -- Credit risk measurement and

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15.

Foundations of banking risk : an overview of banking, banking risks, and risk-based banking regulation

by

Apostolik, Richard.

Format:

Books

Publication Date

2009

Excerpt:

the methods for the measurement and management of credit risk and operational risk, and the regulation

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16.

Liquidity risk : managing asset and funding risks

by

Banks, Erik.

Contributor biographical information http://www.loc.gov/catdir/bios/hol059/2004051232.html
Publisher description http://www.loc.gov/catdir/description/hol053/2004051232.html
Table of contents http://www.loc.gov/catdir/toc/hol052/2004051232.html

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Books

Publication Date

2005

Excerpt:

"Much critical attention has been given in recent years to market and credit risks, which have a

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17.

Mastering value at risk : a step-by-step guide to understanding and applying VaR

by

Butler, Cormac.

Format:

Books

Publication Date

1999

Excerpt:

-- Option strategies -- Monte Carlo simulation -- Applying VaR principles to credit control -- Estimating

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