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UNIT LIBRARY:
School of Statistics
SUBJECT:
Credit
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UNIT LIBRARY:
School of Statistics
SUBJECT:
Credit
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Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models
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Brigo, Damiano 1966-
Published 2010
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Rating based modeling of credit risk theory and application of migration matrices
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Trueck, Stefan
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Advanced financial risk management tools and techniques for integrated credit risk and interest rate risk management
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Deventer, Donald R. van 1951-
Published 2005
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Measuring and managing credit risk
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Renault, Olivier
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Using ROC curve to optimize the performance of decision trees with application in the development of credit-scoring models for consumer products
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Martin, Wilminda C. 1972-
Published 2004
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Credit risk pricing, measurement, and management
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Duffie, Darrell
Published 2003
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CAMPUS
Diliman
6
DATABASE
Union Catalog (Buklod)
6
UNIT LIBRARY
School of Statistics
Cesar E.A. Virata School of Business
1
School of Economics
1
YEAR OF PUBLICATION
From:
To:
CLASSIFICATION
H - Social Science
5
L - Education
1
SUBJECT
Credit
Management
4
Mathematical models
4
Risk management
3
Credit ratings
2
Asset-liability management
1
Decision making
1
Default (Finance)
1
Derivative securities
1
Finance
1
Financial crises
1
Financial risk management
1
Interest rate risk
1
Logistic regression analysis
1
Mathematical analysis
1
see all ...
AUTHOR
Brigo, Damiano 1966-
1
Deventer, Donald R. van 1951-
1
Duffie, Darrell
1
Imai, Kenji 1963-
1
Martin, Wilminda C. 1972-
1
Mesler, Mark
1
Pallavicini, Andrea
1
Rachev, Svetlozar Todorov
1
Renault, Olivier
1
Servigny, Arnaud De
1
Singleton, Kenneth J.
1
Torresetti, Roberto
1
Trueck, Stefan
1
see all ...
RESOURCE TYPE
Book
5
Thesis
1
LANGUAGE
English
6
TUKLAS
: UP Libraries' Resource Discovery Tool
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