Credit-Risk Modelling
Latest Publications

TOTAL DOCUMENTS

10

(FIVE YEARS 0)

H-INDEX

0

(FIVE YEARS 0)

Published By Springer International Publishing

9783319946870, 9783319946887

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Genesis of Credit-Risk Modelling

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_5 ◽

2018 ◽

pp. 229-283

Author(s):

David Jamieson Bolder

Keyword(s):

Credit Risk ◽

Risk Modelling

Getting Started

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_1 ◽

2018 ◽

pp. 1-38

Author(s):

David Jamieson Bolder

A Regulatory Perspective

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_6 ◽

2018 ◽

pp. 287-349

Author(s):

David Jamieson Bolder

Keyword(s):

Regulatory Perspective

Threshold Models

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_4 ◽

2018 ◽

pp. 149-227

Author(s):

David Jamieson Bolder

Keyword(s):

Threshold Models

Mixture or Actuarial Models

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_3 ◽

2018 ◽

pp. 85-148

Author(s):

David Jamieson Bolder

Risk Attribution

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_7 ◽

2018 ◽

pp. 351-427

Author(s):

David Jamieson Bolder

Keyword(s):

Risk Attribution

Default Probabilities

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_9 ◽

2018 ◽

pp. 491-573

Author(s):

David Jamieson Bolder

Default and Asset Correlation

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_10 ◽

2018 ◽

pp. 575-635

Author(s):

David Jamieson Bolder

Keyword(s):

Asset Correlation

Monte Carlo Methods

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_8 ◽

2018 ◽

pp. 429-487

Author(s):

David Jamieson Bolder

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods

A Natural First Step

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_2 ◽

2018 ◽

pp. 41-83

Author(s):

David Jamieson Bolder