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MODERN FINANCIAL ENGINEERING: COUNTERPARTY, CREDIT, PORTFOLIO AND SYSTEMIC RISKS
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Located in: Center Moriches, New York, United States
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Estimated between Sat, 1 Jun and Tue, 4 Jun to 43230
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eBay item number:404901907465
Item specifics
- Condition
- ISBN
- 9789811252358
- Publication Year
- 2022
- Format
- Hardcover
- Language
- English
- Book Title
- Modern Financial Engineering : Counterparty, Credit, Portfolio and Systemic Risks
- Publisher
- World Industries Scientific Publishing Co Pte LTD
- Genre
- Business & Economics
- Topic
- Finance / General
- Item Weight
- 0 Oz
- Number of Pages
- Xxv, 407 Pages
About this product
Product Information
The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts of both mathematics and finance.Initially the focus is on the modeling of credit risk parameters mainly at the level of individual debtor and transaction, after which the book delves into counterparty credit risk, thus providing the link between credit and market risks. The second part is aimed at the portfolio level when multiple loans are pooled and default correlation becomes an important factor to consider and model. In this respect, the book explains how copulas help in modeling. The final stage is the macro perspective when the combination of credit risks related to financial institutions produces systemic risk and affects overall financial stability.The entire approach is two-dimensional as well. First, all modeling steps have replicable programming codes both in R and Matlab. In this way, the reader can experience the impact of changing the default probabilities of a given borrower or the weights of a sector. Second, at each stage, the book discusses the regulatory environment. This is because, at times, regulation can have stricter constraints than the outcome of internal models. In summary, the book guides the reader in modeling and managing credit risk by providing both the theoretical framework and the empirical tools necessary for a modern finance professional. In this sense, the book is aimed at a wide audience in all fields of study: from quants who want to engage in finance to economists who want to learn about coding and modern financial engineering.
Product Identifiers
Publisher
World Industries Scientific Publishing Co Pte LTD
ISBN-10
9811252351
ISBN-13
9789811252358
eBay Product ID (ePID)
12057247899
Product Key Features
Book Title
Modern Financial Engineering : Counterparty, Credit, Portfolio and Systemic Risks
Format
Hardcover
Language
English
Topic
Finance / General
Publication Year
2022
Genre
Business & Economics
Number of Pages
Xxv, 407 Pages
Dimensions
Item Weight
0 Oz
Additional Product Features
Lc Classification Number
Hg176.7.O67 2022
Lccn
2021-056667
Dewey Decimal
658.15
Dewey Edition
23/Eng/20220105
Illustrated
Yes
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:404901907465
Postage and handling
Item location:
Center Moriches, New York, United States
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Barbados, French Guiana, French Polynesia, Guadeloupe, Libya, Martinique, New Caledonia, Reunion, Russian Federation, Ukraine, Venezuela
| Postage and handling | To | Service | Delivery*See Delivery notes |
|---|---|---|---|
| Free postage | United States | Economy Postage (USPS Media MailTM) | Estimated between Sat, 1 Jun and Tue, 4 Jun to 43230 |
| Handling time |
|---|
| Will usually ship within 1 business day of receiving cleared payment. |
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Return policy
| After receiving the item, contact seller within | Refund will be given as |
|---|---|
| 30 days | Money Back |
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Seller feedback (2,933)
u***4 (559)- Feedback left by buyer.
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The book came before the estimated date and is in great condition.
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Excellent condition
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Book I’s fine
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