Business & Economics Books:

Credit Risk Management

Pricing, Measurement, and Modeling



Customer rating

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Share this product

Credit Risk Management by Jiri Witzany
Save $78.00
$119.99 was $197.99
or 4 payments of $30.00 with Learn more
In stock with supplier

The item is brand new and in-stock in with one of our preferred suppliers. The item will ship from the Mighty Ape warehouse within the timeframe shown below.

Usually ships within 10-14 days


Delivering to:

Estimated arrival:

  • Around 15-21 February using Express Delivery
    Mighty Ape can deliver this product within 1-2 business days (usually overnight) to urban centres across Australia, and some remote areas. Learn more
  • Around 18-25 February using standard courier delivery


This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements. As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.

Author Biography

Education: Faculty of Mathematics and Physics, Charles University; Pennsylvania State University, Ph.D. in Mathematics. Work experience: 1996-2006 Komercni banka, a.s. - modern market risk management system development (implementation of the dealing system Trema, the Middle Office function and Management Information System for financial markets trading). 2000 - 2006 Director of The Credit Risk Management Division (scoring functions development, credit risk reporting and data management, implementation of Basel II, real estate valuation); 2006 - 2009 Senior Consultant CRA System (Nielsen Admosphere, a.s.). Since 2009 co-founder and managing director of Quantitative Consulting s.r.o. Academic activities: Lecturer at Pennsylvania State University and University of California in Los Angeles in the past; Associate Professor at Faculty of Mathematics and Physics at Charles University and at Faculty of Finance and Accounting of the University of Economics in Prague (Full Professor since 2016); Guarantor of the Financial Engineering Master degree program.
Release date Australia
March 6th, 2017
Country of Publication
1st ed. 2017
100 Tables, color; 65 Illustrations, color; 22 Illustrations, black and white; XVI, 256 p. 87 illus., 65 illus. in color.
Springer International Publishing AG
Product ID

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

  • If you think we've made a mistake or omitted details, please send us your feedback. Send Feedback
  • If you have a question or problem with this product, visit our Help section. Get Help
  • Seen a lower price for this product elsewhere? We'll do our best to beat it. Request a better price
Filed under...