免費 Credit Portfolio Modeling Handbook

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

credit_portfolio_modeling - credit sussie1.rar (2.02 MB) 本附件包括：

• credit_portfolio_modeling - credit sussie.pdf

2013-12-7 22:26:00 上传

Credit Portfolio Modeling Handbook
Credit Sussie First Boston

Table of Contents

1. The past, present and future of credit risk 7

2. The default/no-default world, and factor models 15

3. Risk and optionalities 27

4. Demystifying copulas 41

5. Thinking unsystematically 57

6. Characteristically elegant 65

7. Posing on the saddle: the cowboys of portfolio theory 77

8. Getting the full picture 91

9. Risk measures: how long is a risky piece of string? 103

10. Portfolio optimization: the importance of convexity 111

11. An advanced approach to correlation 121

12. Volatility, correlations, and the CAPM 147

13. Contributions to VaR and CVaR 153

Appendix Credit risk modeling 175

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏7 回帖

关键词：Portfolio handbook Modeling Portfoli Credit structure default example numbers present

thanks for sharing。。。。

顶一个！多谢楼主。。。

刚上线的，公司信贷。

martinnyj 发表于 2013-12-7 22:27
Credit Portfolio Modeling Handbook
Credit Sussie First Boston
Table of Contents1. The past, pr ...

martinnyj 发表于 2013-12-7 22:27
Credit Portfolio Modeling Handbook
Credit Sussie First Boston
Table of Contents1. The past, pr ...

谢谢楼主

martinnyj 发表于 2013-12-7 22:27
Credit Portfolio Modeling Handbook
Credit Sussie First Boston
Table of Contents1. The past, pr ...

楼主好人