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1. 
Cover image for Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets
Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets
by 
Gregory, Jon, 1971-
Format: 
Books
Publication Date 
2012
Excerpt: 
Counterparty credit risk and credit value adjustment : a continuing challenge for global financial
Available: Copies:
2. 
Cover image for Credit risk modeling using Excel and VBA with DVD
Credit risk modeling using Excel and VBA with DVD
by 
Loffler, Gunter (Gunter Johannes)
Format: 
Electronic Resources
Publication Date 
2011
Excerpt: 
Credit -- Management -- Mathematical models.
Available: Copies:
3. 
Cover image for Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk
Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk
by 
Dynkin, Lev, 1957-
Format: 
Books
Publication Date 
2011
Excerpt: 
Quantitative credit portfolio management : practical innovations for measuring and controlling
Available: Copies:
4. 
Cover image for The Basel II risk parameters : estimation, validation, and stress testing
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
Format: 
Books
Publication Date 
2010
Excerpt: 
Credit ratings -- Mathematical models.
Available: Copies:
5. 
Cover image for Counterparty credit risk : the new challenge for global financial markets
Counterparty credit risk : the new challenge for global financial markets
by 
Gregory, Jon, 1971-
Format: 
Books
Publication Date 
2010
Excerpt: 
Derivative securities -- Mathematical models.
Available: Copies:
6. 
Cover image for Measuring and managing credit risk
Measuring and managing credit risk
by 
Servigny, Arnaud de.
Format: 
Books
Publication Date 
2004
Excerpt: 
Credit -- Management -- Mathematical models.
Available: Copies: