probably the best time series book (with emphasis on theory and application) is Box, Jenkins, Reinsel Time Series Analysis

you can also checl MAA Reviews....there are quite a number of quant finance books reviewed there.

<t>One huge book just came out on retail credit risk and modeling using scorecard. I cant remember the author but the books title is I think Credit risk modeling toolkit (or something like this). The book has around 1000 pages and it starts really simple excellent for a beginner. It does have some m...

<t>I don't know about China but for example here in Europe I had hard time getting books as well. After all the search it actually turns out much more cheaper to just buy it through amazon. The reason is that for some countries some books don't come in huge quantities and as such the bookstore can't...

<t>Not really. I haven't found ONE book appropriate on this subject but rather you need to look into several book and papers. I would say that the actual Basel document and journal papers help the most. There are some books for example like Credit Risk and Basel II and Stress testing for risk contro...

Has anyone read this book? I have read the first 50 pages and skimmed through the rest...and I still have a feeling I am reading preface. This book is like a bad movie...you are hoping the plot will start to get going but....Any comments?

I guess installing BB will then be inevitable. It's just so sad given all the technology that there is not more felxibility.

<t>Hello,I was trying to use Datafeed toolbox to get some data from bloomberg but it seems that if bloomberg is not installed on the same machine as MATLAB then it does not work (I am trying to use my laptop rather than bloomberg machine). Is there a way to enter bloomerg's username and password int...

I had this book for gradute probability course. As far as I know there are no solutions for the exercises.

<t>Can I compare default rates of S&P (which are mostly for US companies) with default rates of a developing country? These will definitely not be similar at the start and I am not sure how would then a direct mapping like the one you suggest work. I think S&P default rates should be put as ...

<t>Yes this is correct.Now my problem is how to choose these "pd ranges" (in your example (0,0.003),[0.003,0.01), and so on) so that the final default rate for each of the rating classes increases. So we would have something like this(0,0.003) 1A[0.003,0.01) 1Band so onsuch that the default rate in ...

can you please forward the last two papers please.zag_cirovic@yahoo.comthanks

<t>Hi everyone,I have a general question regarding mapping the "PDs" taken from the logistic regression model into rating classes. The problem I have is the following:1. dataI have two columns of data, first column are the model generated PDs and the second column is the default/nondefault distincti...

<t>I think that the bins size of the rating classes can not be fixed at the beginning (given small sample size) becuase then we can not adjust the final default rate within the rating classes, in case they are not in line with the assumption.Is there an algorithm that goes from the first entry in co...

<t>Thanks for the reply.I have a question about the ones (the defaults). The two columns are sorted so I don't understand how I can take all the defaults and put them into one(last) category. How would this generate default rates (since the defaults would be in only one rating class) later on and th...