Parables, Myths and Risks, Cheryl R. Lehman

Автор: Giuseppe Orlando, Michele Bufalo, Henry Penikas
Название: Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks
ISBN: 9811252351 ISBN-13(EAN): 9789811252358
Издательство: World Scientific Publishing
Рейтинг:
Цена: 215490.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts of both mathematics and finance.Initially the focus is on the modeling of credit risk parameters mainly at the level of individual debtor and transaction, after which the book delves into counterparty credit risk, thus providing the link between credit and market risks. The second part is aimed at the portfolio level when multiple loans are pooled and default correlation becomes an important factor to consider and model. In this respect, the book explains how copulas help in modeling. The final stage is the macro perspective when the combination of credit risks related to financial institutions produces systemic risk and affects overall financial stability.The entire approach is two-dimensional as well. First, all modeling steps have replicable programming codes both in R and Matlab. In this way, the reader can experience the impact of changing the default probabilities of a given borrower or the weights of a sector. Second, at each stage, the book discusses the regulatory environment. This is because, at times, regulation can have stricter constraints than the outcome of internal models. In summary, the book guides the reader in modeling and managing credit risk by providing both the theoretical framework and the empirical tools necessary for a modern finance professional. In this sense, the book is aimed at a wide audience in all fields of study: from quants who want to engage in finance to economists who want to learn about coding and modern financial engineering.

Автор: Biersbach Raymond
Название: Hear the Word: Catholic Psychotherapy and Faith: Reflections on Seven Parables of Jesus
ISBN: 1098305442 ISBN-13(EAN): 9781098305444
Издательство: Неизвестно
Рейтинг:
Цена: 26820.00 T
Наличие на складе: Нет в наличии.
Описание: Whether the setting is a Parisian-inspired Neoclassical Brooklyn townhouse, an elegant Central Park West penthouse, or a modern retreat in the Hudson Valley, Kathryn Scott is a designer whose disciplined eye results in interiors praised for their beauty and minimalism, as well as their artisanal details. Readers who responded to Nancy Braithwaite`s aesthetic will love Creating Beauty.

Автор: Winkler B., Riet Ad Van, Bull P.
Название: A Flow-Of-Funds Perspective on the Financial Crisis Volume II: Macroeconomic Imbalances and Risks to Financial Stability
ISBN: 1349469467 ISBN-13(EAN): 9781349469468
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Based on the crisis experience, the book offers an overview of lessons for macrofinancial analysis and financial stability. It illustrates the interlinkages between the financial side and the real side of the economy and highlights the role of balance sheet variables and sectoral balance sheet positions in the evolution of the financial crisis.

Автор: Winkler
Название: A Flow-of-Funds Perspective on the Financial Crisis Volume II
ISBN: 1137353007 ISBN-13(EAN): 9781137353009
Издательство: Springer
Рейтинг:
Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Based on the crisis experience, the book offers an overview of lessons for macrofinancial analysis and financial stability. It illustrates the interlinkages between the financial side and the real side of the economy and highlights the role of balance sheet variables and sectoral balance sheet positions in the evolution of the financial crisis.