Description:
Demonstrates a broad range of state-of-the-art credit-risk models and underscores their interlinkages
Includes extensive Python code to bring the models, diagnostic tools, and estimation of key inputs parameters to life
Combination of mathematical foundations and practical Python code implementation enriches the reader's understanding and competence in this important field
Review Quotes: "The book is easy to read, the models and techniques are illustrated in detail and with complete derivations, making the volume accessible for self-study." (Claudio Fontana, zbMATH 1422.91012, 2019)