Search Results for Credit -- Mathematical models. SirsiDynix Enterprise https://libraryconnect.iie.ac.za/client/en_US/iie/iie/qu$003dCredit$002b--$002bMathematical$002bmodels.$0026ps$003d300? 2025-05-02T23:23:46Z Counterparty credit risk, collateral and funding : with pricing cases for all asset classes ent://SD_ILS/0/SD_ILS:49045 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Brigo, Damiano, 1966-<br/>Format:&#160;Books<br/>Publication Date&#160;2013<br/> Monetary economics : an integrated approach to credit, money, income, production and wealth ent://SD_ILS/0/SD_ILS:48398 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Godley, Wynne.<br/>Format:&#160;Books<br/>Publication Date&#160;2012<br/> Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets ent://SD_ILS/0/SD_ILS:48084 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Gregory, Jon, 1971-<br/>Format:&#160;Books<br/>Publication Date&#160;2012<br/> Credit risk modeling using Excel and VBA with DVD ent://SD_ILS/0/SD_ILS:48149 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Loffler, Gunter (Gunter Johannes)<br/>Format:&#160;Electronic Resources<br/>Publication Date&#160;2011<br/> Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk ent://SD_ILS/0/SD_ILS:48156 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Dynkin, Lev, 1957-<br/>Format:&#160;Books<br/>Publication Date&#160;2011<br/> The Oxford handbook of credit derivatives ent://SD_ILS/0/SD_ILS:48893 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Lipton, Alexander.<br/>Format:&#160;Books<br/>Publication Date&#160;2011<br/> The Basel II risk parameters : estimation, validation, and stress testing ent://SD_ILS/0/SD_ILS:39686 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Engelmann, Bernd.<br/>Publisher description <a href="http://www.loc.gov/catdir/enhancements/fy0824/2006929673-d.html">http://www.loc.gov/catdir/enhancements/fy0824/2006929673-d.html</a> Table of contents only <a href="http://www.loc.gov/catdir/enhancements/fy0824/2006929673-t.html">http://www.loc.gov/catdir/enhancements/fy0824/2006929673-t.html</a><br/>Format:&#160;Books<br/>Publication Date&#160;2010<br/> Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models ent://SD_ILS/0/SD_ILS:48404 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Brigo, Damiano, 1966-<br/>Format:&#160;Books<br/>Publication Date&#160;2010<br/> Counterparty credit risk : the new challenge for global financial markets ent://SD_ILS/0/SD_ILS:48135 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Gregory, Jon, 1971-<br/>Format:&#160;Books<br/>Publication Date&#160;2010<br/> Cash CDO modelling in Excel : a step by step approach ent://SD_ILS/0/SD_ILS:48155 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Smith, Darren.<br/>Format:&#160;Electronic Resources<br/>Publication Date&#160;2010<br/> Measuring and managing credit risk ent://SD_ILS/0/SD_ILS:45301 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Servigny, Arnaud de.<br/>Format:&#160;Books<br/>Publication Date&#160;2004<br/> Credit derivatives pricing models : models, pricing, and implementation ent://SD_ILS/0/SD_ILS:45323 2025-05-02T23:23:46Z 2025-05-02T23:23:46Z by&#160;Schonbucher, Philipp J.<br/>Format:&#160;Books<br/>Publication Date&#160;2003<br/>