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An innovative approach to post-crash credit portfolio management
14 个回复 - 3356 次查看 An innovative approach to post-crash credit portfolio managementCredit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative ...2015-4-15 23:58 - lasgpope - 量化投资

Structured Credit Portfolio Analysis, Baskets and CDOs by Christian Bluhm and Lu
40 个回复 - 4567 次查看 Structured Credit Portfolio Analysis, Baskets and CDOs by Christian Bluhm and Ludger Overbeck (2006) **** 本内容被作者隐藏 **** Book Description Publication Date: September 29, 2006 | Series: Chap ...2012-9-15 21:00 - zhouye2k - 金融学（理论版）

求一本书Structured Credit Portfolio Analysis, Baskets and CDOs
4 个回复 - 1458 次查看 Structured Credit Portfolio Analysis, Baskets and CDOs Authors: Christian Bluhm, Ludger Overbeck 万分感谢！2016-12-6 02:11 - winslow - 经济金融数学专区

金融教材系列 Credit Portfolio Management
73 个回复 - 9868 次查看 2013年最新教材，降价出售期已过，如果喜欢，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。欢迎订阅wwqqer文库！欢迎订阅“经管之家系列文库”，全论坛的精华都在这儿了！2016-5-5 18:58 - wwqqer - 金融学（理论版）

【量化分析】Quantitative Credit Portfolio Management
200 个回复 - 34311 次查看图书名称：[/backcolor]Quantitative Credit Portfolio Management 作者：Arik Ben Dor , Lev Dynkin , Jay Hyman , Bruce D. Phelps 著丛书名：Frank J. Fabozzi Series 出版社：Wiley 页数：388 出版时间：2 ...2014-6-19 23:23 - 牛尾巴 - 金融工程（数量金融）与金融衍生品

【好书下载】Consumer Credit Models: Pricing, Profit and Portfolios
13 个回复 - 6182 次查看 Consumer Credit Models: Pricing, Profit and Portfolios The use of credit scoring--the quantitative and statistical techniques to assess the credit risks involved in lending to consumers--has been one ...2010-4-7 09:54 - woodballhead - 金融工程（数量金融）与金融衍生品

免費　Credit Portfolio Modeling Handbook
6 个回复 - 1726 次查看 Credit Portfolio Modeling Handbook Credit Sussie First Boston Table of Contents1. The past, present and future of credit risk 7 2. The default/no-default world, and factor models 15 3. Risk and ...2013-12-7 22:27 - martinnyj - 金融学（理论版）

Financial Literacy and Consumer Credit Portfolios
5 个回复 - 372 次查看【作者(必填)】 Disney, Richard and John Gathergood 【文题(必填)】 Financial Literacy and Consumer Credit Portfolios 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 Journal of Banking & Finan ...2020-3-15 08:57 - nieqiang110 - 求助成功区

Quantitative Credit Portfolio Management
3 个回复 - 1578 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Quantitative Credit Portfolio Management -Practical Innovations for Measuring and Controlling Liquidity, ...2019-1-31 14:43 - gonnaago - 金融学（理论版）

Monte Carlo Methods for Portfolio Credit Risk 33页
1 个回复 - 919 次查看澳大利亚国立大学2018-12-4 12:30 - zlghs - 金融学（理论版）

Efficient frontier cutoff policies in credit portfolios
2 个回复 - 428 次查看【作者(必填)】\oliver and Wells 【文题(必填)】Efficient frontier cutoff policies in credit portfolios[/backcolor] 【年份(必填)】2001 【全文链接或数据库名称(选填)】Oliver, R., Wells, E. Efficien ...2020-7-19 12:08 - johnzi0128 - 求助成功区

Financial literacy and consumer credit portfolios
1 个回复 - 419 次查看【作者(必填)】 Disney, Richard and John Gathergood 【文题(必填)】 Financial literacy and consumer credit portfolios 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 Journal of Banking and Fin ...2020-3-8 21:51 - nieqiang110 - 求助成功区

Credit risk in private debt portfolios
7 个回复 - 814 次查看【作者(必填)】Carey M. 【文题(必填)】Credit risk in private debt portfolios 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.000562018-8-8 22:30 - 糖铺老木村 - 求助成功区

Checking for asymmetric default dependence in a credit card portfolio: A copula
1 个回复 - 507 次查看【作者(必填)】 2 【文题(必填)】 Checking for asymmetric default dependence in a credit card portfolio: A copula approach【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.sciencedirect.co ...2018-7-29 11:35 - internet.hzx - 求助成功区

Moody’s Analytics document Modeling Credit Portfolios.
6 个回复 - 1710 次查看 RT2011-10-7 09:35 - 008512 - 悬赏大厅

Managing Portfolio Credit Risk in Banks
25 个回复 - 1227 次查看 English | ISBN: 110714647X | 2016 | 390 pages | PDF Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractu ...2018-3-22 22:39 - igs816 - 经管书评

Active Credit Portfolio Management in Practice, JEFFREY R. BOHN ROGER M. STEIN
2 个回复 - 2632 次查看 Active Credit Portfolio Management in Practice, JEFFREY R. BOHN ROGER M. STEINcredit modelling 最有用的教材2012-7-10 20:05 - allenwangyan7 - 金融工程（数量金融）与金融衍生品

Default Correlations and Large-Portfolio Credit Analysis
1 个回复 - 680 次查看【作者(必填)】 Jin-Chuan Duan[/backcolor] & Weimin Miao[/backcolor] 【文题(必填)】 Default Correlations and Large-Portfolio Credit Analysis【年份(必填)】 2016 【全文链接或数据库名称(选填)】http:/ ...2016-12-28 12:26 - internet.hzx - 求助成功区

Default Correlations and Large-Portfolio Credit Analysis
1 个回复 - 668 次查看【作者(必填)】 in-Chuan Duan[/backcolor] & Weimin Miao[/backcolor] 【文题(必填)】 Default Correlations and Large-Portfolio Credit Analysis【年份(必填)】 2015 【全文链接或数据库名称(选填)】http:// ...2016-12-24 13:15 - internet.hzx - 求助成功区

Risk management in credit portfolio——Martin Hibbeln
2 个回复 - 1650 次查看 2014-8-28 10:41 - 末落つ無聲 - 金融学（理论版）

Portfolio credit risk with predetermined default orders
3 个回复 - 721 次查看【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区

PDF 清晰非扫描 Structured Credit Portfolio Analysis, Baskets and CDO Reference
2 个回复 - 727 次查看 PDF 清晰非扫描 Structured Credit Portfolio Analysis, Baskets and CDO Reference 看看有没有人需要的，便宜啦，3个论坛币，挑自己有用的Chapter下载。2016-3-15 22:42 - xxboy1982 - 金融学（理论版）

Book: Concentration Risk in Credit Portfolios
20 个回复 - 4303 次查看 Concentration Risk in Credit Portfolios Eva Lutkebohmert (作者) 图书描述出版日期: 2008年10月8日 Modeling and management of credit risk are the main topics ...2013-10-4 22:04 - rmatrix - 金融工程（数量金融）与金融衍生品

Portfolio Credit Risk Modelling With Heavy Tailed Risk Factors (2007).
3 个回复 - 1749 次查看极值分布下的信用资产管理挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）

欧洲精算研究院丛书Concentration Risk in Credit Portfolios
0 个回复 - 1929 次查看 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has ...2015-4-16 19:23 - lasgpope - 金融工程（数量金融）与金融衍生品

求助文献：The Document to Credit Portfolio View
5 个回复 - 4112 次查看如题，谢谢各位！这是麦肯锡公司的信贷资产组合管理模型：CreditPortfolio View的技术性文档，在它的网站上没有找到。请由此文献的同仁帮忙给一份。我可以用JP摩根的CreditMetrics技术性文档交换，谢谢！2008-9-16 16:11 - solove_spdb - 文献求助专区

Integrated Market and Credit Portfolio Models
7 个回复 - 344 次查看 Integrated Market and Credit Portfolio Models: Risk Measurement and Computational Aspects Gabler | 2008 | ISBN: 3834908754 | Pages: 188 | PDF | 2.72 MB Due to their business activities, banks ar ...2014-7-11 11:13 - tigerwolf - 商学院

求：Quantitative Credit Portfolio Management
6 个回复 - 2243 次查看作者： Arik Ben Dor ； Lev Dynkin ； Jay Hyman ； Bruce D. Phelps2013-6-17 14:32 - 未了情 - 悬赏大厅

Concentration Risk in Credit Portfolios
9 个回复 - 4440 次查看 The modeling and management of credit risk is the main topic within banks and other lending institutions. Credit risk refers to the risk of losses due to some credit event as, for example, the defau ...2010-3-11 11:33 - wsylovezx - 金融工程（数量金融）与金融衍生品

国内首发：Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorith
1 个回复 - 2902 次查看 Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms Svenja Hager (Author), Prof. Dr.-Ing. Rainer Schöbel (Foreword) Be the first to review this item [hr] Book D ...2014-1-10 21:00 - rmatrix - 金融工程（数量金融）与金融衍生品

Monte Carlo Methods for Portfolio Credit Risk
0 个回复 - 1063 次查看 Monte Carlo Methods for Portfolio Credit Risk The financial crisis of 2007 – 2009 began with a major failure in credit markets. The causes of this failure stretch far beyond inadequate mathematic ...2013-11-20 11:59 - wildaddy - 计量经济学与统计软件

免費 The Handbook of Credit Portfolio Management
7 个回复 - 1894 次查看 The Handbook of Credit Portfolio Management (McGraw-Hill Finance & Investing) Greg N. Gregoriou(Author) , Christian Hoppe (Author) As the credit b ...2013-11-16 12:36 - martinnyj - 金融学（理论版）

Credit Portfolio Management
7 个回复 - 1418 次查看 Credit Portfolio Management wiley财经出版高清英文版值得一读的好书[/backcolor] [/backcolor] [/backcolor] **** 本内容被作者隐藏 ****2013-3-12 20:55 - 人生如流水 - 投资人（实务版）

Dynamic Models of Portfolio Credit Risk
2 个回复 - 778 次查看【作者(必填)】John C Hull and Alan D White 【文题(必填)】Dynamic Models of Portfolio Credit Risk A Simplified Approach 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.c ...2013-6-17 23:17 - 不再后悔 - 求助成功区

A Generalized Single Common Factor Model of Portfolio Credit Risk
1 个回复 - 889 次查看【作者(必填)】Paul H. Kupiec 【文题(必填)】A Generalized Single Common Factor Model of Portfolio Credit Risk 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs ...2013-6-17 23:18 - 不再后悔 - 求助成功区

Quantitative Credit Portfolio Management
1 个回复 - 1626 次查看 2014-3-8 16:12 - wuyuemin1119 - 金融工程（数量金融）与金融衍生品

A framework to assess portfolio credit risk using accelerated hazard rates.pdf
0 个回复 - 1636 次查看 A framework to assess portfolio credit risk using accelerated hazard rates.pdf2013-3-11 00:26 - huanghelou9 - 金融学（理论版）

Portfolio credit-risk optimization
3 个回复 - 801 次查看【作者(必填)】I Iscoe, A Kreinin, H Mausser, O Romanko 【文题(必填)】Portfolio credit-risk optimization(- Journal of Banking & Finance) 【年份(必填)】2012 【全文链接或数据库名称(选填)】http:/ ...2013-1-16 09:52 - enmeng1217 - 求助成功区

Risk Management in Credit Portfolios
10 个回复 - 3690 次查看 Risk Management in Credit PortfoliosConcentration Risk and Basel II Series: Contributions to Economics Hibbeln, Martin 1st Edition., 2010, XX, 247 p. 20 illus., Hardcover ISBN: 978-3-7908-2 ...2010-10-17 00:54 - martinnyj - 金融学（理论版）

credit portfolio management
0 个回复 - 1037 次查看 1. 资源名称：credit portfolio management[/backcolor][/backcolor]2. 作者：CHARLES SMITHSON[/backcolor]3. 资源类别：书籍[/backcolor]4. PDF 2M[/backcolor]5. 英文第一版[/back ...2011-12-15 03:59 - bearwu - 金融学（理论版）

Structured Credit Portfolio Analysis, Baskets
0 个回复 - 1958 次查看 Structured Credit Portfolio Analysis, BasketsPublisher:TF-CHPMN (2006-09-29) | ISBN-10: 1584886471 | PDF | 6.3 Mb | 376 pagesWritten from the perspective of practitioners who apply mathematical concep ...2007-7-2 18:41 - zhushiyou - 计量经济学与统计软件

John.Wiley.And.Sons.Credit.Portfolio.Management 354 Pages
0 个回复 - 2317 次查看 Contents CHAPTER 1 The Revolution in Credit—Capital Is the Key 1 The Credit Function Is Changing 1 Capital Is the Key 6 Economic Capital 8 Regulatory Capital 11 APPENDIX TO CHAPTER 1: A Credit ...2005-4-16 21:35 - baizhsae - 金融学（理论版）

Active_Credit_Portfolio_Management-5币
1 个回复 - 1319 次查看我20币买的为什么要那么贵？我5币上传希望大家有好书，多共享，不要订价几十几百的谢谢2010-8-26 14:55 - lolizhu - 金融学（理论版）

Active Credit Portfolio Management in Practice
4 个回复 - 4138 次查看 Active Credit Portfolio Management in Practice (Wiley Finance) (Hardcover)by Jeffrey R. Bohn Editorial ReviewsProduct Description State-of-the-art techniques and tools needed to facilita ...2009-6-25 22:40 - martinnyj - 金融学（理论版）

压力测试经典著作-Development of Stress Tests for Credit Portfolios
3 个回复 - 2362 次查看压力测试经典著作-Development of Stress Tests for Credit Portfolios2010-9-9 11:25 - claudchen - 金融工程（数量金融）与金融衍生品

Credit Portfolio Management
2 个回复 - 1702 次查看 Product DescriptionPraise for Credit Portfolio Management "This book takes a complex subject and makes it accessible and practical. The discussion of economic capital is particularly relevant to any f ...2010-6-17 08:13 - superxhy - 金融学（理论版）

免费下载Credit Portfolio Modelling HandBook
3 个回复 - 1575 次查看易盘下载: http://www.163pan.com/files/j0v000l0o.html 文件名称: Credit Portfolio Modelling HandBook.pdf 文件介绍: 191pages,PDF ==============================2010-6-11 19:58 - soundleon - 金融学（理论版）

Active Credit Portfolio Management
2 个回复 - 1467 次查看 Active Credit Portfolio Management2009-12-27 22:50 - zengyan1984 - 论文版

The Pricing of Portfolio Credit Risk
1 个回复 - 1343 次查看 The Pricing of Portfolio Credit Risk2010-3-5 19:41 - franklee0415 - 计量经济学与统计软件

ACTIVE LOAN PORTFOLIO MANAGEMENT THROUGH THE USE OF CREDIT DERIVATIVES
0 个回复 - 1780 次查看 ACTIVE LOAN PORTFOLIO MANAGEMENT THROUGH THE USE OF CREDIT DERIVATIVES2009-12-27 22:51 - zengyan1984 - 论文版

Measuring and Optimizing Portfolio Credit Risk A Copula-based Approach
0 个回复 - 1783 次查看 Measuring and Optimizing Portfolio Credit Risk A Copula-based Approach2009-12-27 22:40 - zengyan1984 - 论文版

Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide
3 个回复 - 1859 次查看 Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide SRICHANDER RAMASWAMY John Wiley & Sons, Inc. 20042009-12-22 23:59 - zhaohailei - 金融学（理论版）

The Handbook of Credit Portfolio Management
2 个回复 - 1299 次查看 The Handbook of Credit Portfolio Management will help portfolio managers around the world to master this challenge. The book endeavors to give honest guidance for portfolio managers actively running ...2009-10-24 07:23 - acouasm - 金融学（理论版）

book4 portfolio credit default swaps 的疑问
2 个回复 - 1577 次查看 book4 119页 1 standard basket CDS 是任何违约发生都收到赔偿，payment equal to the basket size,是不是说支付的赔偿金是整个投资组合？ 2 nth-to-default basket only receives a compensatory payout on t ...2009-10-7 14:03 - ggyyff88 - CFA、CVA、FRM等金融考证论坛

模型Dynamic Frailties and Credit Portfolio Modelling
0 个回复 - 986 次查看 Dynamic Frailties and Credit Portfolio Modelling2009-9-21 11:47 - widerr22 - 金融学（理论版）

Credit Portfolio Management
0 个回复 - 907 次查看 Credit Portfolio Management by Charles Smithson (Wiley 2003)2009-8-30 17:21 - dolphinfish - 金融学（理论版）

免費 Portfolio Optimization under Credit Risk
3 个回复 - 1268 次查看 Portfolio Optimization under Credit Risk by R. Zagst, j. Kehrbaum and B. Schmid Basied on the models of Hull and Whilet (1990) fpr tje [rocomg pf mpm-defaultable bonds and Schmid and Zagst (2000) ...2009-8-4 15:26 - martinnyj - 金融学（理论版）

金融专业书籍下载：Credit Portfolio Management
0 个回复 - 1440 次查看金融专业书籍：Credit Portfolio Management CHARLES SMITHSON John Wiley & Sons New York, New York November 2002 CHAPTER 1 The Revolution in Credit—Capital Is the Key 1 The Credit Funct ...2009-7-14 19:31 - 01261416 - 金融学（理论版）

Credit Portfolio Management
0 个回复 - 1650 次查看传一本，我们上课的必修书，给有需要的人！！2007-9-11 06:08 - sharcles - 世界经济与国际贸易

Capital for concentrated credit portfolios
0 个回复 - 141 次查看 2005-6-17 21:07 - 对外直接投资272 - Forum

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