Credit - Mathematical models.
Overview
Works: | 5 works in 3 publications in 3 languages |
---|
Titles
The Basel II risk parameters = estimation, validation, stress testing - with applications to loan risk management /
by:
(Language materials, printed)
Counterparty credit risk, collateral and funding = with pricing cases for all asset classes /
by:
(Language materials, printed)
Final Basel III modelling = implementation, impact and implications /
by:
(Language materials, printed)
Credit-risk modelling = theoretical foundations, diagnostic tools, practical examples, and numerical recipes in Python /
by:
(Language materials, printed)
Subjects