This data is correct as of December 2015 - for more up to date information, please visit https://opensyllabus.org/
So far, Altmetric has seen
this research output assigned in 1 syllabus from an institution on Open Syllabus Project.
CreditRisk+ in the Banking Industry
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 Basics of CreditRisk +
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Altmetric BadgeChapter 3 Capital Allocation with CreditRisk +
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Altmetric BadgeChapter 4 Risk Factor Transformations Relating CreditRisk + and CreditMetrics
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Altmetric BadgeChapter 5 Numerically Stable Computation of CreditRisk +
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Altmetric BadgeChapter 6 Enhanced CreditRisk +
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Altmetric BadgeChapter 7 Saddlepoint Approximation
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Altmetric BadgeChapter 8 Fourier Inversion Techniques for CreditRisk +
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Altmetric BadgeChapter 9 Incorporating Default Correlations and Severity Variations
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Altmetric BadgeChapter 10 Dependent Risk Factors
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Altmetric BadgeChapter 11 Integrating Rating Migrations
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Altmetric BadgeChapter 12 An Analytic Approach to Rating Transitions
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Altmetric BadgeChapter 13 Dependent Sectors and an Extension to Incorporate Market Risk
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Altmetric BadgeChapter 14 Econometric Methods for Sector Analysis
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Altmetric BadgeChapter 15 Estimation of Sector Weights from Real-World Data
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Altmetric BadgeChapter 16 Risk-Return Analysis of Credit Portfolios
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Altmetric BadgeChapter 17 Numerical Techniques for Determining Portfolio Credit Risk
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Altmetric BadgeChapter 18 Some Remarks on the Analysis of Asset-Backed Securities
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Altmetric BadgeChapter 19 Pricing and Hedging of Structured Credit Derivatives