Introduction to Credit Risk (e-bog) af Carlone, Giulio
Carlone, Giulio (forfatter)

Introduction to Credit Risk e-bog

2190,77 DKK (inkl. moms 2738,46 DKK)
Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected exposure to counterparty credit risk. The book also directs the reader on how to visualize, in real time, the results ...
E-bog 2190,77 DKK
Forfattere Carlone, Giulio (forfatter)
Udgivet 9 november 2020
Længde 470 sider
Genrer Credit and credit institutions
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781000171457
Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected exposure to counterparty credit risk. The book also directs the reader on how to visualize, in real time, the results of this data, generated with a Java tool.FeaturesUses an in-depth case study to illustrate multiple factors in counterparty credit risk exposures Suitable for quantitative risk managers at banks, as well as students of finance, financial mathematics, and software engineeringProvides the reader with numerous examples and applicationsGiulio Carlone has an MBA, a PhD, and a Master's degree in Computer Science from the University of Italy. He is a member of the software system engineering staff of the Department of Computer Science at University College London. He has 20 years of practical experience in technical software engineering and quantitative finance engineering in the commercial sector. His research interests include the use of communication strategies and the implementation of plans and projects using financial software for requirement specifications, requirements analysis, and architectural design.