PDF BookusCreditRisk + in the Banking Industry(Chinese Edition)

[Get.zs0z] CreditRisk + in the Banking Industry(Chinese Edition)

[Get.zs0z] CreditRisk + in the Banking Industry(Chinese Edition)

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Pub Date: 2014-09-01 Pages: 369 Language: English Publisher: World Publishing Company The object of.this book is to offer an overview of and describe new developments in the credit risk model CreditRisk + In the selection of topics and in. its organization. the book addresses both experts and practitioners. as well as anyone looking for an introduction to the subject. directory PrefaceContributors1 Introduction2 Basics of CreditRisk + 3 Capital Allocation with CreditRisk + 4 Risk Factor Wansformations Relating CreditRisk + and CreditMetrics5 Numerically Stable Computation of CreditRisk + 6 Enhanced CreditRisk + 7 Saddlepoint Approximation8 Fourier Inversion Techniques for CreditRisk + 9 Incorporating Default Correlations and Severity Variations10 Dependent Risk Factors11 Integrating Rating Migrations12 An Analytic Approach to Rating Transitions13 Dependent Sectors and an Ext...
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