Risk Modeling using MATLAB
Author:   Smith A
Publisher:   Createspace Independent Publishing Platform
ISBN:  

9781540578860


Pages:   236
Publication Date:   23 November 2016
Format:   Paperback
Availability:   Available To Order   Availability explained
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Risk Modeling using MATLAB


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Overview

MATLAB Risk Management Toolbox provides functions for mathematical modeling and simulation of credit and market risk. You can model probabilities of default, create credit scorecards, perform credit portfolio analysis, and backtest models to assess potential for financial loss. The toolbox lets you assess corporate and consumer credit risk as well as market risk. It includes an app for automatic and manual binning of variables for credit scorecards. It also includes simulation tools to analyze credit portfolio risk and backtesting tools to evaluate Value-at-Risk (VaR).

Full Product Details

Author:   Smith A
Publisher:   Createspace Independent Publishing Platform
Imprint:   Createspace Independent Publishing Platform
Dimensions:   Width: 20.30cm , Height: 1.30cm , Length: 25.40cm
Weight:   0.476kg
ISBN:  

9781540578860


ISBN 10:   1540578860
Pages:   236
Publication Date:   23 November 2016
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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