Search Results for Credit -- Management -- Mathematical models.

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

Gregory, Jon, 1971-

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Books

Publication Date

2012

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

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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

Dynkin, Lev, 1957-

Format:

Books

Publication Date

2011

Excerpt:

Quantitative credit portfolio management : practical innovations for measuring and controlling

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Credit risk modeling using Excel and VBA with DVD

Loffler, Gunter (Gunter Johannes)

Format:

Electronic Resources

Publication Date

2011

Excerpt:

Credit -- Management -- Mathematical models.

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

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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Books

Publication Date

2010

Excerpt:

Credit ratings -- Mathematical models.

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Counterparty credit risk : the new challenge for global financial markets

Gregory, Jon, 1971-

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Books

Publication Date

2010

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Derivative securities -- Mathematical models.

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Measuring and managing credit risk

Servigny, Arnaud de.

Format:

Books

Publication Date

2004

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Credit -- Management -- Mathematical models.

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