Kreditrisikomessung: Statistische Grundlagen, Methoden und Modellierung - Image 1

£62.39

Springer Kreditrisikomessung: Statistische Grundlagen, Methoden und Modellierung

Name: Kreditrisikomessung: Statistische Grundlagen, Methoden und Modellierung
Brand: Springer
Price: 59.46 GBP
Availability: InStock

XVII, 312 S. 75 Abb.

Econometrics

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Last 36 days • 36 data points (No recent data available)

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Price distribution over 36 days • 3 price levels

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Most common price: £59 (23 days, 63.9%)

Price range: £59 - £62

Price levels: 3 different prices over 36 days

Description

Jeder Kredit birgt für den Kreditgeber ein Risiko, da es unsicher ist, ob der Kreditnehmer seinen Zahlungsverpflichtungen nachkommen wird. Kreditrisiken werden mit Hilfe statistischer Methoden und mathematischer Modelle gemessen. Nicht zuletzt vor dem Hintergrund Basel II hat die quantitative Kreditrisikomessung in den letzten Jahren enorm an Bedeutung gewonnen. Dieses Buch schließt die Lücke zwischen statistischer Grundlagenliteratur und mathematisch anspruchsvollen Werken zur Modellierung von Kreditrisiken. Es bietet einen Einstieg in die Kreditrisikomessung und die dafür notwendige Statistik. Ausgehend von den wichtigsten Begriffen zum Kreditrisiko werden deren statistische Analoga beschrieben. Das Buch stellt die relevanten statistischen Verteilungen dar und gibt eine Einführung in stochastische Prozesse, Portfoliomodelle und Score- bzw. Ratingmodelle. Mit zahlreichen praxisnahen Beispielen ist es der ideale Einstieg in die Kreditrisikomessung für Praktiker und Quereinsteiger.

Product Specifications

Brand: Springer
Model: XVII, 312 S. 75 Abb.
Format: Hardcover
ASIN: 3540321454
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 21 June 2006
Listed Since: 10 April 2008

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Springer Kreditrisikomessung: Statistische Grundlagen, Methoden und Modellierung

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