Introduction to credit risk /
Carlone, Guilio,
Introduction to credit risk / Giulio Carlone. - 1st. - 1 online resource : illustrations (black and white)
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.
9781000171471 1000171477 9781000171457 1000171450 9781000171464 1000171469 9781003036944 1003036945
10.1201/9781003036944 doi
Credit--Management.
Financial risk management.
Credit--Technological innovations.
MATHEMATICS / Applied
HG3751
332.7
Introduction to credit risk / Giulio Carlone. - 1st. - 1 online resource : illustrations (black and white)
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.
9781000171471 1000171477 9781000171457 1000171450 9781000171464 1000171469 9781003036944 1003036945
10.1201/9781003036944 doi
Credit--Management.
Financial risk management.
Credit--Technological innovations.
MATHEMATICS / Applied
HG3751
332.7