Introduction to credit risk

Introduction to credit risk

by Carlone, Giulio

Type Book
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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 …

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Title Statements

  • Full title :Introduction to credit risk / Giulio Carlone.

Summary

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.

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Edition Statements

  • Publication Date:2021.
  • Edition:1st

Publication Statements

  • Publisher(s):Chapman & Hall/CRC
  • Place of Publication:Boca Raton
  • Language:eng
  • Publication Date:2021.

The Physical Object

  • Description:1 online resource : : illustrations (black and white)

Edition Identifiers

  • ISBN:9781000171471, 1000171477, 9781000171457, 1000171450, 9781000171464, 1000171469, 9781003036944, 1003036945
  • DOI:10.1201/9781003036944
  • oclc:on1222782701
  • LC Classification:HG3751
  • Dewey Decimal:332.7

Subjects

Crédit -- Gestion Crédit -- Innovations Credit -- Technological innovations Credit / Management Finances -- Gestion du risque Financial risk management MATHEMATICS -- Applied

Writers

Carlone, Giulio

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