Creditrisk+ in the banking industry银行业的***风险 阿里云 lit azw3 txt pdf caj 下载 在线

CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which is widely used in the banking industry. It gives an introduction to the model itself and to its ability to describe, manage and price credit risk. The book is intended for an audience of practitioners in banking and finance, as well as for graduate students and researchers in the field of financial mathematics and banking. It contains carefully refereed contributi*** from experts in the field, selected for mutual c***istency and edited for homogeneity of style, notation, etc. The discussion ranges from computational methods and extensi*** for special forms of credit business to statistical calibrati*** and practical implementati***. This unique and timely book c***titutes an indispensable tool for both practitioners and academics working in the evaluation of credit risk.

VIII Contents

9 Incorporating Default Correlati*** and Severity Variati***

Nese Akkaya, Alexandre Kurth and Armin Wagner

10 Dependent Risk Factors

GStz Giese

11 Integrating Rating Migrati***

Frank BrSker and Stefan Schweizer

12 An Analytic Approach to Rating Transiti***

Carsten Binnenhei

13 Dependent Sectors and an Extension to Incorporate

Market Risk

Oliver ReifB

14 Econometric Methods for Sector Analysis

Leif Boegelein, Alfred Hamerle, Michael Knapp and Daniel RSsch

15 Estimation of Sector Weights from Real-World Data

Michael Lesko, Frank Sehlottmann and Stephan V***rimler

16 Risk-Return Analysis of Credit Portfolios

Frank Schlottmann, Detlef Seese, Michael Lesko and Stephan V***rimler

17 Numerical Techniques for Determining Portfolio Credit

Risk

Sandro Merino and Mark Nyfeler

18 Some Remarks on the Analysis of Asset-Backed Securities

Daniel Kluge and Frank B. Lehrbass

19 Pricing and Hedging of Structured Credit Derivatives

Martin Hellmich and Oliver Steinkamp

Index

暂无相关内容，正在全力查找中

暂无出版社相关信息，正在全力查找中！

暂无相关书籍摘录，正在全力查找中！

在线阅读地址：Creditrisk+ in the banking industry银行业的***风险在线阅读

在线听书地址：Creditrisk+ in the banking industry银行业的***风险在线收听

在线购买地址：Creditrisk+ in the banking industry银行业的***风险在线购买

顾客购买取决于购物环境假如我们只是在想买东西时才去商店，而进了商店之后只买必需品，那么整个社会经济就会出现周期性的崩溃繁荣

过去，商界格言就是：在合适的地点以合适的价格销售合适的产品，就一定能成功，但是现在想生存就必须做到这点。

购物学背后第一个也是最简单的原理是：人类在生理和解剖学上具有一些共同的能力、倾向、局限和需要，零售环境必须适应人们的这些特点。

聪明的放广告牌地方法就是要尽量打断购物者的视线，挡住他们的目光。

购物者到什么地方，看见什么，产生什么样的反应，这都是他们购物过程中的特点。

利润和适应性密切相关。

编辑推荐

作者简介

　　Matthias Gundlach: Ph.D. in Mathematics (University of Warwick, UK), 8 years of research and teaching of mathematics (stochastics, dynamical systems, applied mathematics) at the University of Bremen (Germany), habilitation in mathematics (1999, University of Bremen). Since 2000 expert for credit risk modeling in Aareal Bank AG, Wiesbaden, Germany.

　　Frank Lehrbass: Ph.D. in Economics (University of Dortmund, FRG), 10 years of working experience in investment banking (index, equity, interest rate, hybrid, credit derivatives, trading systems & artificial intelligence) and credit risk management. Since 2002 Head of Portfolio Management / Structured Investments, Credit Treasury, Deutsche Genossenschafts-Hypothekenbank AG, Hamburg, Germany.