Home » Introduction to Credit Risk
Product Image

Introduction to Credit Risk

Giulio Carlone
€235.60
Quantity:
In stock with our UK publisher. 14-28 days
Delivery/Collection within 10-20 working days
14 days return policy Shipping & Delivery
A01=Giulio Carlone
advanced counterparty risk analytics
Author_Giulio Carlone
Basel III
Category=KFFL
Category=KJC
Category=PBW
Complex Engine
Counterparty Default Risk
Counterpartycreditrisk
Credit Risk
Credit Risk Data
Credit Risk Factors
Credit Risk Measure
Csv File
Cva
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equity investments
exposure simulation modeling
financial mathematics applications
Google Cloud
Grid Number
Hull White Model
Interest Rate Swaps
Interest Rate Term Structure
internal model method banking
Java Project
Modelled Interest Rate Term Structure
Portfolio management
Public Static String
quantitative finance methods
Quantitative methods
Rate Vector
Regulatory Capital Charges
regulatory exposure computation
Regulatory Risk Models
Risk management
scenario analysis finance
Swap Portfolio
Td Class
University Student Market

Product details

  • ISBN 9780367478490
  • Weight: 453g
  • Dimensions: 178 x 254mm
  • Publication Date: 09 Nov 2020
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
Secure checkout Fast Shipping Easy returns
Description

Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected exposure to counterparty credit risk. The book also directs the reader on how to visualize, in real time, the results of this data, generated with a Java tool.

Features

  • Uses an in-depth case study to illustrate multiple factors in counterparty credit risk exposures

  • Suitable for quantitative risk managers at banks, as well as students of finance, financial mathematics, and software engineering

  • Provides the reader with numerous examples and applications

Giulio Carlone has an MBA, a PhD, and a Master’s degree in Computer Science from the University of Italy. He is a member of the software system engineering staff of the Department of Computer Science at University College London. He has 20 years of practical experience in technical software engineering and quantitative finance engineering in the commercial sector. His research interests include the use of communication strategies and the implementation of plans and projects using financial software for requirement specifications, requirements analysis, and architectural design.
About Giulio Carlone

Giulio Carlone has an MBA, a PhD, and a Master’s in Computer Science from the University of Italy. He is a member of the software system engineering staff of the Department of Computer Science at University College London. He has 20 years of practical experience in technical software engineering and quantitative finance engineering in the commercial sector.

His research interests include the use of communication strategies and the implementation of plans and projects using financial software for requirement specifications, requirements analysis, and architectural design.

More from this author