problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …

Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … Concentration Risk in Credit Portfolios -- Conclusion …

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives … * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition …

state of the art in: "Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding … credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are … presence of counterparty credit risk provides intriguing insights on the debate. …