Credit modelling: advanced topics
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Risk Books
[2017]
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xviii, 533 Seiten Illustrationen und Diagramme |
| ISBN: | 9781782722595 |
Internformat
MARC
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| 245 | 1 | 0 | |a Credit modelling |b advanced topics |c by Terry Benzschawel |
| 264 | 1 | |a London |b Risk Books |c [2017] | |
| 300 | |a xviii, 533 Seiten |b Illustrationen und Diagramme | ||
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| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 0 | 7 | |a Kreditrisiko |0 (DE-588)4114309-7 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1804177824231194624 |
|---|---|
| adam_text | Contents
Abbreviations vii
About the Author xi
Preface xiii
Acknowledgements xvii
Part I: History and Major Themes xix
1 Credit Models Past and Present 1
2 Credit Models: Looking to the Future 73
3 Predicting Annual Default Rates and Implications for Market Prices 109
4 An Ensemble Model for Recovery Value in Default 135
5 The Corporate Bond Credit Risk Premium 179
6 The Credit Default Swap Risk Premium 225
7 The Municipal Build America Bond Risk Premium 243
Part II: New Credit Models and Trading Strategies 285
8 Predicting Bank Defaults 287
9 Beating Credit Benchmarks 323
10 Hedging the Credit Risk Premium 369
11 Managing Pension Fund Liabilities 385
12 Credit Cycle-dependent Stochastic Credit Spreads and
Rating Category Transitions 407
13 Managing Systemic Liquidity Risk: Systems and
Early Warning Signals 453
References 491
Index 515
V
|
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| bvnumber | BV044484121 |
| classification_rvk | QK 320 |
| ctrlnum | (OCoLC)1002912780 (DE-599)GBV877442258 |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV044484121 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:54:13Z |
| institution | BVB |
| isbn | 9781782722595 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029884250 |
| oclc_num | 1002912780 |
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| physical | xviii, 533 Seiten Illustrationen und Diagramme |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Risk Books |
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| spelling | Benzschawel, Terry Verfasser (DE-588)1033698237 aut Credit modelling advanced topics by Terry Benzschawel London Risk Books [2017] xviii, 533 Seiten Illustrationen und Diagramme txt rdacontent n rdamedia nc rdacarrier Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Kredit (DE-588)4032923-9 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 s Kredit (DE-588)4032923-9 s Mathematisches Modell (DE-588)4114528-8 s b DE-604 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029884250&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Benzschawel, Terry Credit modelling advanced topics Kreditrisiko (DE-588)4114309-7 gnd Kredit (DE-588)4032923-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4114309-7 (DE-588)4032923-9 (DE-588)4114528-8 |
| title | Credit modelling advanced topics |
| title_auth | Credit modelling advanced topics |
| title_exact_search | Credit modelling advanced topics |
| title_full | Credit modelling advanced topics by Terry Benzschawel |
| title_fullStr | Credit modelling advanced topics by Terry Benzschawel |
| title_full_unstemmed | Credit modelling advanced topics by Terry Benzschawel |
| title_short | Credit modelling |
| title_sort | credit modelling advanced topics |
| title_sub | advanced topics |
| topic | Kreditrisiko (DE-588)4114309-7 gnd Kredit (DE-588)4032923-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Kreditrisiko Kredit Mathematisches Modell |
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