Книги
Credit risk modelling
Benzschawel, T. Credit risk modelling : facts, theory and applications / T. Benzschawel. — London : Risk Books, 2012. — XXI, 502 p.: il.. — Bibliography: P. 469-492. — ISBN 978-1-906348-58-8 : 10146.00 р.
Ключевые слова
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УДК:336.77
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ISBN:978-1-906348-58-8
Рекомендовано к ознакомлению
- 1. Subprime Mortgage Credit Derivatives / L.S. Goodman, S. Li, D.J. Lucas et al. — Hoboken : J.Wiley & Sons, 2008. — 334 p.. — (The Frank J. Fabozzi Series).
- 2. Gregory, J. Counterparty Credit Risk and Credit Value Adjustment / J. Gregory. — 2nd ed.. — Chichester : J.Wiley & Sons, 2012. — 457 p.. — (Wiley Finance). — ISBN 9781118316672.
- 3. Bluhm, C. Introduction to Credit Risk Modeling / C. Bluhm, L. Overbeck, C. Wagner. — 2nd. Ed.. — Boca Raton : CRC Press, 2010. — 364 p.. — (Chapman & Hall).
- 4. Recent Advances in Financial Engineering 2009: Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009. — Singapore : World Scientific Publishing, 2010. — 272 p.
- 5. The Foundations of Credit Risk Analysis / Ed. W. Semmler, Ed. L. Bernard. — Cheltenham : E. Elgar, 2007. — 534 p.. — (The International Library of Critical Writings in Economics).
- 6. Glantz, M. Credit Engineering for Bankers / M. Glantz, J. Mun. — 2nd ed.. — Burlington : Elsevier, 2011. — XXV, 529 p.. — ISBN 978-0-12-378585-5.
- 7. Stress Testing for Financial Institutions / Ed. D. Rosch, Ed. H. Scheule. — London : Risk Books, 2008. — 457 p.
- 8. Breeden, J. Reinventing Retail Lending Analytics / J. Breeden. — London : Risk Books, 2014. — 433 p.. — ISBN 978-1-906348-38-0.
- 9. Fernandez, K. Central Counterparty Clearing: Understanding The Process / K. Fernandez. — Saarbrücken : LAP LAMBERT Academic Publishing, 2014. — 88 p.. — ISBN 978-3-659-61520-7.
- 10. Basel III and beyond / editors: F. Cannata, M. Quagliariello. — London : Risk Books, 2011. — XXXII, 510 с.. — ISBN 978-1-906348-60-1.
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