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  • Pricing, Measurement, and Modeling
    Jiří Witzany
    978-3-319-49800-3
    2017
    Edition 1
    • Introduces to classical and modern credit risk management
    • Illustrates Basel II and III credit risk requirements to help readers understand the complex set of regulatory documents
    • Describes new credit risk modeling methods like Support Vector Machines and concepts such as Credit Valuation Adjustment
    • Offers a practical guide and a case study for the development of individual credit scoring functions

    €419

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