Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Introduction to Credit Risk, PDF eBook

Introduction to Credit Risk PDF

Part of the Chapman & Hall/CRC Finance Series series

PDF

Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

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.

Information

Other Formats

Information