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Consumer Credit ModelsPricing, Profit and Portfolios

Consumer Credit Models: Pricing, Profit and Portfolios

Lyn C. Thomas

Published in print:
2009
Published Online:
May 2009
ISBN:
9780199232130
eISBN:
9780191715914
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199232130.001.1
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

Credit scoring — the quantitative and statistical techniques which assess the credit risks when lending to consumers — has been one of the most successful if unsung applications of mathematics in ... More

Credit Risk ManagementBasic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Tony Van Gestel and Bart Baesens

Published in print:
2008
Published Online:
January 2009
ISBN:
9780199545117
eISBN:
9780191720147
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199545117.001.0001
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

This book is the first book of a series of three that provides an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II ... More

Wavelet Methods for Elliptic Partial Differential Equations

Wavelet Methods for Elliptic Partial Differential Equations

Karsten Urban

Published in print:
2008
Published Online:
May 2009
ISBN:
9780198526056
eISBN:
9780191712340
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198526056.001.0001
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

Wavelets have become a powerful tool in several applications by now. Their use for the numerical solution of operator equations has been investigated more recently. By now the theoretical ... More

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