606546 - GESTIÓN GLOBAL DEL RIESGO. SCORING - Biblioguía del Máster en Ciencia de Datos e Inteligencia de Negocios - Biblioguías UCM at Universidad Complutense

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Tsay, R. S. (2010) Analysis of financial time series. 2nd edn. Hoboken, N.J.: Wiley (Wiley series in probability and statistics).
Choudhry, M. et al. (2013) An introduction to value-at-risk. Fifth edn. Chichester, West Sussex: Wiley (Securities Institute).
Boudt, K., Galanos, A., Payseur, S. & Zivot, E. (2019) Multivariate GARCH models for large-scale applications: A survey. Handbook of Statistics 41: 193-242
Mays, E., Lynas, N. and Lynas, N. (2010) Credit scoring for risk managers : the handbook for lenders. 2nd edn. autors.
Daniielsson, J. (2011) Financial risk forecasting : the theory and practice of forecasting market risk, with implementation in r and matlab. Chichester: John Wiley.
Alexander, C. (2008) Market risk analysis, practical financial econometrics. Hoboken: John Wiley & Sons.
Hull, J. C. (2021) Options, futures, and other derivatives. 11th edn. Harlow (Gran Bretaña): Pearson.
Brealey, R. A. et al. (2014) Principles of corporate finance. 11Th global edn. Berkshire: McGraw-Hill Education (The McGraw-Hill/Irwin series in finance, insurance, and real estate. Financial institutions and markets).
Anderson, R. (2008) The credit scoring toolkit : theory and practice for retail credit risk management and decision automation. Oxford: Oxford University Press.
Jorion, P. (2006) Value at risk : the new Benchmark for managing financial risk. 3rd edn. New York: McGraw-Hill (Investing and Finance).
Siddiqi, N. (2016) Intelligent credit scoring : building and implementing better credit risk scorecards. 2nd edn. Somerset: John Wiley & Sons, Incorporated. Available at: https://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=4770924 (Acc

Conozco y acepto que el uso de los materiales contenidos en estas guías se realiza con finalidad de estudio, de apoyo a la docencia y la investigación. Se respetarán las condiciones de uso y contratación de cada uno de los recursos.