Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

By David Jamieson Bolder

Book Overview

Demonstrates a broad range of state-of-the-art credit-risk models and underscores their interlinkages

Includes extensive Python code to bring the models, diagnostic tools, and estimation of key inputs parameters to life

Combination of mathematical foundations and practical Python code implementation enriches the reader's understanding and competence in this important field

• Format: Paperback
• Language: English
• ISBN: 3030069001
• ISBN13: 9783030069001
• Release Date: January 2019
• Publisher: Springer
• Length: 684 Pages
• Weight: 2.19 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"