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Więcej informacji o The Banker's Handbook on Credit Risk

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Opis

The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a "new tools" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-based Monte Carlo simulation, portfolio optimization) and real options analysis (strategic options and decision analysis). This book is targeted at banking practitioners and financial analysts who require the algorithms, examples, models, and insights in solving more advanced and even esoteric problems. The book comes complete with a DVD filled with sample modeling videos, case studies, and software.

Szczegóły książki

• Pełny tytuł: The Banker's Handbook on Credit Risk
• Podtytuł: Implementing Basel II
• Autor: Morton Glantz, Johnathan Mun
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 400
• EAN: 9780123736666
• ISBN: 0123736668
• ID: 11310854
• Wydawca: Elsevier Books
• Waga: 984 g
• Wymiary: 259 × 191 × 31 mm
• Data wydania: June 2008

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