Credit-Risk Modelling/Книга: Дэвид Джеймисон Болдер Моделирование кредитного риска, David Jamieson Bolder
Автор: Bolder David Jamieson Название: Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python ISBN: 3319946870 ISBN-13(EAN): 9783319946870 Издательство: Springer Рейтинг: Цена: 38100.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study.
Автор: L. Thomas, D. Edelman, J. Crook Название: Credit Scoring and its Applications, Second Edition ISBN: 1611974550 ISBN-13(EAN): 9781611974553 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 91130.00 T Наличие на складе: Невозможна поставка. Описание: Credit Scoring and Its Applications is recognized as the bible of credit scoring. It contains a comprehensive review of the objectives, methods, and practical implementation of credit and behavioral scoring. The authors review principles of the statistical and operations research methods used in building scorecards, as well as the advantages and disadvantages of each approach. The book contains a description of practical problems encountered in building, using, and monitoring scorecards and examines some of the country-specific issues in bankruptcy, equal opportunities, and privacy legislation. It contains a discussion of economic theories of consumers' use of credit, and readers will gain an understanding of what lending institutions seek to achieve by using credit scoring and the changes in their objectives.New to the second edition are:lessons that can be learned for operations research model building from the global financial crisiscurrent applications of scoringdiscussions on the Basel Accords and their requirements for scoringnew methods for scorecard building and new expanded sections on ways of measuring scorecard performance, andsurvival analysis for credit scoring.Other unique features include methods of monitoring scorecards and deciding when to update them, as well as different applications of scoring, including direct marketing, profit scoring, tax inspection, prisoner release, and payment of fines.
Автор: Staiger Roger Название: Foundations of Real Estate Financial Modelling ISBN: 1138046183 ISBN-13(EAN): 9781138046184 Издательство: Taylor&Francis Рейтинг: Цена: 76550.00 T Наличие на складе: Нет в наличии. Описание:
NAMED ONE OF THE BEST COMMERCIAL REAL ESTATE BOOKS BY THE MOTLEY FOOL
Foundations of Real Estate Financial Modelling, Second Edition is specifically designed to provide the scalable basis of pro forma modelling for real estate projects. The book introduces students and professionals to the basics of real estate finance theory prior to providing a step-by-step guide for financial real estate model construction using Excel. The book introduces an innovative new financial metric, P(Gain), which quantifies the probability of a Return of Capital and answers the most basic question for investing, "What is the probability I get my money back?".
This new second edition has been fully revised and expanded. The book is separated into three functional units: (1) Real Estate Valuation Basics, Theory and Skills, (2) Real Estate Pro Forma Modelling, (3) Real Estate Pro Forma (Enhancements). New and enhanced Chapters cover:
Interest rates
Amortization
Single- and multi-family unit
Development module
Rent roll module
Waterfall (equity bifurcation)
Hotel, retail/office and townhouse.
In addition, this new edition includes problem sets and solutions at the end of each chapter as well as case studies underpinning the chapter topics. Further chapters are dedicated to risk quantification and include scenario, stochastic and Monte Carlo simulations, equity waterfalls, and adding U.S. GAAP financial statements to existing real estate pro forma models.
This book is the ideal textbook for a Real Estate Finance class, providing the theoretical basis of real estate finance as well as valuable modelling skills for the workplace. This book provides individuals with a step-by-step instruction on how to construct a real estate financial model starting with a new spreadsheet. The resultant model is portable, scalable, and modular. A companion website provides the pro forma models to readers as a reference for their own constructed models.
Companion web material available at: https: //pgainllc.com/
Автор: B. Baesens, D. Roesch, H. Scheule Название: Credit Risk Analytics - Measurement Techniques, Applications, and Examples in SAS ISBN: 1119143985 ISBN-13(EAN): 9781119143987 Издательство: Wiley Рейтинг: Цена: 71810.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management.
Автор: Lando, David Название: Credit Risk Modeling ISBN: 0691089299 ISBN-13(EAN): 9780691089294 Издательство: Wiley Рейтинг: Цена: 115110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts i
Автор: Witzany, Jiri Название: Credit risk management ISBN: 3319842447 ISBN-13(EAN): 9783319842448 Издательство: Springer Рейтинг: Цена: 74530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book introduces to basic and advanced methods for credit risk management. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods.
Автор: Duffie, Darrell Singleton, Kenneth J. Название: Credit risk ISBN: 0691090467 ISBN-13(EAN): 9780691090467 Издательство: Wiley Рейтинг: Цена: 68640.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is intended as a resource for researchers and students.
Автор: Saunders, Anthony Название: Credit risk measurement ISBN: 0471350842 ISBN-13(EAN): 9780471350842 Издательство: Wiley Цена: 58080.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Addressing one of the hottest topics in finance today, this groundbreaking book offers an up-to-date overview of the latest credit market and financial innovations.
Автор: Cesari Giovanni Название: Modelling, Pricing, and Hedging Counterparty Credit Exposure ISBN: 3642262082 ISBN-13(EAN): 9783642262081 Издательство: Springer Рейтинг: Цена: 69870.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm.
Автор: Saunders Название: Financial Institutions Management: A Risk Management Approach, 9th edition ISBN: 1259922049 ISBN-13(EAN): 9781259922046 Издательство: McGraw-Hill Рейтинг: Цена: 50330.00 T Наличие на складе: Невозможна поставка. Описание: Focuses on managing return and risk in financial institutions. This book states that the risks faced by financial institutions managers and the methods and markets through which these risks are managed are becoming increasingly similar whether an institution is chartered as a commercial bank, a savings bank, or an insurance company.
IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management.
Offers a broad survey that explains which models work best for mortgage, small business, cards, commercial real estate, commercial loans and other credit products
Concentrates on specific aspects of the modelling process by focusing on lifetime estimates
Provides an hands-on approach to enable readers to perform model development, validation and audit of credit risk models
Автор: Edited by Stewart Jones Название: Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ISBN: 0521689546 ISBN-13(EAN): 9780521689540 Издательство: Cambridge Academ Рейтинг: Цена: 46470.00 T Наличие на складе: Поставка под заказ. Описание: A thorough compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. An ideal resource for academics, practitioners and regulators.
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