Credit Risk Management

Pricing, Measurement, and Modeling

Häftad, Engelska, 2018

AvJiří Witzany,Jiri Witzany,Jiří Witzany,Jirí,Witzany

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This book introduces to basic and advanced methods for credit risk management. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods.

Produktinformation

Utgivningsdatum2018-07-20
Mått155 x 235 x 15 mm
Vikt417 g
FormatHäftad
SpråkEngelska
Antal sidor256
FörlagSpringer International Publishing AG
ISBN9783319842448

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Education: Faculty of Mathematics and Physics, Charles University; Pennsylvania State University, Ph.D. in Mathematics. Work experience: 1996-2006 Komerční banka, a.s. – modern market risk management system development (implementation of the dealing system Trema, the Middle Office function and Management Information System for financial markets trading). 2000 – 2006 Director of The Credit Risk Management Division (scoring functions development, credit risk reporting and data management, implementation of Basel II, real estate valuation); 2006 – 2009 Senior Consultant CRA System (Nielsen Admosphere, a.s.). Since 2009 co-founder and managing director of Quantitative Consulting s.r.o. Academic activities: Lecturer at Pennsylvania State University and University of California in Los Angeles in the past; Associate Professor at Faculty of Mathematics and Physics at Charles University and at Faculty of Finance and Accounting of the University of Economics in Prague (Full Professor since 2016); Guarantor of the Financial Engineering Master degree program.