Media type: E-Book; Thesis Title: Statistical and machine learning for credit and market risk management Contributor: Nagl, Maximilian [Author]; Rösch, Daniel [Degree supervisor] Published: Regensburg: Universitätsbibliothek Regensburg, 2022 Extent: 1 Online-Ressource (circa 194 Seiten); Illustrationen Language: English DOI: 10.5283/epub.51522 Identifier: Keywords: Machine Learning ; Explainable Machine Learning ; Risk Premiums ; Quantile Regression ; Loss Given Default ; Exposure at Default ; Calibration ; Interest Rate Term Structure ; Graue Literatur ; Hochschulschrift ; Aufsatzsammlung Origination: University thesis: Dissertation, Universität Regensburg, 2022 Footnote: Access State: Open Access