Introduction to Credit Risk
暫譯: 信用風險入門
Carlone, Giulio
- 出版商: CRC
- 出版日期: 2020-11-09
- 售價: $7,780
- 貴賓價: 9.5 折 $7,391
- 語言: 英文
- 頁數: 470
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 0367478498
- ISBN-13: 9780367478490
海外代購書籍(需單獨結帳)
商品描述
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.
商品描述(中文翻譯)
信用風險導論 專注於信用風險、衍生品、股權投資、投資組合管理、量化方法和風險管理的分析。在應用方面，本書可作為解釋如何生成對手方信用風險的預期曝險數據行的重要工具。本書還指導讀者如何使用 Java 工具實時可視化這些數據生成的結果。
特點
- 使用深入的案例研究來說明對手方信用風險曝險中的多個因素
- 適合銀行的量化風險管理人員，以及金融、金融數學和軟體工程的學生
- 為讀者提供大量的範例和應用
Giulio Carlone 擁有 MBA、博士學位以及意大利大學的計算機科學碩士學位。他是倫敦大學學院計算機科學系軟體系統工程團隊的成員。他在商業領域擁有 20 年的技術軟體工程和量化金融工程的實務經驗。他的研究興趣包括使用溝通策略以及利用金融軟體進行需求規範、需求分析和架構設計的計劃和項目的實施。
作者簡介
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.
作者簡介(中文翻譯)
Giulio Carlone 擁有工商管理碩士學位、博士學位以及義大利大學的計算機科學碩士學位。他是倫敦大學學院計算機科學系軟體系統工程團隊的成員。擁有20年的商業領域技術軟體工程和量化金融工程的實務經驗。
他的研究興趣包括使用溝通策略以及利用金融軟體實施計畫和專案，進行需求規範、需求分析和架構設計。
