Consumer Credit Models: Pricing, Profit, and Portfolios
(Sprache: Englisch)
A text aimed at credit analysts in industry and students in Statistics, Management Science, Operational Research and Banking and Finance Masters courses that will use simple probability models and logical arguments to explain consumer credit scoring.
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A text aimed at credit analysts in industry and students in Statistics, Management Science, Operational Research and Banking and Finance Masters courses that will use simple probability models and logical arguments to explain consumer credit scoring.
Inhaltsverzeichnis zu „Consumer Credit Models: Pricing, Profit, and Portfolios “
PREFACE ; 1. Introduction to Consumer Credit an Credit Scoring ; 2. Measurement of Scoring Systems ; 3. Risk Based Pricing ; 4. Profit Scoring and Dynamic Models ; 5. Portfolio Credit Risk and the Basel Accord ; APPENDICES ; REFERENCES ; INDEX
Autoren-Porträt von Lyn C. Thomas
Lyn Thomas is Professor of Management Science at the School of Management at the University of Southampton and has for the last twenty five years been active as a researcher and consultant in the consumer credit area. He has co-authored and edited books and written over forty papers on consumer credit. He was the founder of the Credit Research Centre at the University of Edinburgh and has been joint organiser of the ten international Credit Scoring conferences. He isone of the principal investigators running the Quantitative Financial Risk Management Centre, a Past President of the Operational research Society, a consultant for several international financial organisations, and advisor to UK government departments. Professor Thomas is a Fellow of the RoyalSociety of Edinburgh, Institute of Mathematics and its Applications, and Operational Reseach Society.
Bibliographische Angaben
- Autor: Lyn C. Thomas
- 2009, 385 Seiten, mit Abbildungen, Maße: 16,2 x 24,4 cm, Gebunden, Englisch
- Verlag: OXFORD UNIV PR
- ISBN-10: 019923213X
- ISBN-13: 9780199232130
Sprache:
Englisch
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