Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
| AUTHOR | Bolder, David Jamieson |
| PUBLISHER | Springer (01/12/2019) |
| PRODUCT TYPE | Paperback (Paperback) |
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
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