Asset Liability Management Optimisation: A Practitioner?s Guide to Balance Sheet Management and Remodelling, Beata Lubinska

Автор: Rasmussen
Название: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
ISBN: 1403904588 ISBN-13(EAN): 9781403904584
Издательство: Springer
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Цена: 250630.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.

Автор: Datoo
Название: Legal Data for Banking - Business Optimisation and Regulatory Compliance
ISBN: 1119357160 ISBN-13(EAN): 9781119357162
Издательство: Wiley
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Цена: 52800.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A practical, informative guide to banks' major weakness

Legal Data for Banking defines the legal data domain in the context of financial institutions, and describes how banks can leverage these assets to optimise business lines and effectively manage risk. Legal data is at the heart of post-2009 regulatory reform, and practitioners need to deepen their grasp of legal data management in order to remain compliant with new rules focusing on transparency in trade and risk reporting. This book provides essential information for IT, project management and data governance leaders, with detailed discussion of current and best practices. Many banks are experiencing recurrent pain points related to legal data management issues, so clear explanations of the required processes, systems and strategic governance provide immediately-relevant relief.

The recent financial crisis following the collapse of major banks had roots in poor risk data management, and the regulators' unawareness of accumulated systemic risk stemming from contractual obligations between firms. To avoid repeating history, today's banks must be proactive in legal data management; this book provides the critical knowledge practitioners need to put the necessary systems and practices in place.

• Learn how current legal data management practices are hurting banks
• Understand the systems, structures and strategies required to manage risk and optimise business lines
• Delve into the regulations surrounding risk aggregation, netting, collateral enforceability and more
• Gain practical insight on legal data technology, systems and migration

The legal contracts between firms contain significant obligations that underpin the financial markets; failing to recognise these terms as valuable data assets means increased risk exposure and untapped business lines. Legal Data for Banking provides critical information for the banking industry, with actionable guidance for implementation.

Автор: Markus Vollmer
Название: A Beta-return Efficient Portfolio Optimisation Following the CAPM
ISBN: 3658066334 ISBN-13(EAN): 9783658066338
Издательство: Springer
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Цена: 65210.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Investors are trying to generate excess returns through active investment strategies. He reveals purposefully the need for further research and simultaneously he derives specific and applicable guidelines for the design of investment strategies which are extremely exciting for both the institutional expert and the private investor.

Автор: Tomasini Emilio, Jaekle Urban
Название: Trading Systems 2nd Edition: A New Approach to System Development and Portfolio Optimisation
ISBN: 085719755X ISBN-13(EAN): 9780857197559
Издательство: Pan Macmillan
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Цена: 30790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Completely revised and updated second edition, with new AmiBroker codes and new complete portfolio tests.

Автор: Kontoghiorghes Erricos J., Gatu Cristian
Название: Optimisation, Econometric and Financial Analysis
ISBN: 3540366253 ISBN-13(EAN): 9783540366256
Издательство: Springer
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Цена: 153720.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling.

Автор: Saurabh Agarwal
Название: Portfolio Selection Using Multi-Objective Optimisation
ISBN: 3319544152 ISBN-13(EAN): 9783319544151
Издательство: Springer
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Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Next to outlining techniques for undertaking individual investor`s profiling and portfolio programming, it also offers a new and practical approach for multi-objective portfolio optimization.

Автор: Erricos Kontoghiorghes; Cristian Gatu
Название: Optimisation, Econometric and Financial Analysis
ISBN: 3642071716 ISBN-13(EAN): 9783642071713
Издательство: Springer
Рейтинг:
Цена: 153720.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques.