Contributions to Credit Portfolio Modeling and Optimization
Author:   Akwum Agwu Onwunta
Publisher:   Peter Lang AG
Edition:   New edition
Volume:   18
ISBN:  

9783631611715


Pages:   105
Publication Date:   31 March 2011
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Contributions to Credit Portfolio Modeling and Optimization


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Full Product Details

Author:   Akwum Agwu Onwunta
Publisher:   Peter Lang AG
Imprint:   Peter Lang AG
Edition:   New edition
Volume:   18
Weight:   0.260kg
ISBN:  

9783631611715


ISBN 10:   3631611714
Pages:   105
Publication Date:   31 March 2011
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Contents: Credit portfolio risk - Maximum likelihood estimator - Moment estimator - Asset correlation - Threshold accepting.

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Author Information

Akwum Onwunta holds a B.Sc. in Mathematics, an M.Sc. in Mathematical and Physical Analysis, and a PhD in Economics. He worked for over three years as Marie Curie research fellow at a bank in Germany in the area of credit portfolio modeling under the umbrella of Computational Optimization Methods in Statistics, Econometrics and Finance (COMISEF) project. In general, the author is interested in mathematical modeling of real-world problems with financial and economic relevance, as well as in scientific computing. His current research is focused on quantitative portfolio risk modeling.

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