Handbook of Financial Risk Management, Roncalli, Thierry
Автор: Farmer J.D. et al. Название: Handbook of financial stress testing ISBN: 1108830730 ISBN-13(EAN): 9781108830737 Издательство: Cambridge Academ Рейтинг: Цена: 234420.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Stress tests are the most innovative regulatory tool to prevent and fight financial crises. This handbook discusses their current uses and future development. Written by an international team of leading thinkers, it is essential reading for researchers, practitioners and policymakers working on financial risk management and financial regulation.
Автор: Bandyopadhyay A. Название: Basic Statistics for Risk: Management in Banks and Financial Institutions ISBN: 0192849018 ISBN-13(EAN): 9780192849014 Издательство: Oxford Academ Рейтинг: Цена: 108240.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book demonstrates how banks and financial institutions can apply many simple but effective statistical techniques to analyze risks they face in business and safeguard themselves from potential vulnerability.
Автор: Didier Sornette; Sergey Ivliev; Hilary Woodard Название: Market Risk and Financial Markets Modeling ISBN: 3642439748 ISBN-13(EAN): 9783642439742 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks.
Автор: Ludger R?schendorf Название: Mathematical Risk Analysis ISBN: 3642430163 ISBN-13(EAN): 9783642430169 Издательство: Springer Рейтинг: Цена: 88470.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The up-to-date material and logical structure of this volume provides the clarity and orientation needed to gain a solid working knowledge of mathematical risk analysis. It includes a specialized focus on the risk theory deployed in finance and insurance.
Автор: Florian Jacob Название: Risk Estimation on High Frequency Financial Data ISBN: 3658093889 ISBN-13(EAN): 9783658093884 Издательство: Springer Рейтинг: Цена: 52240.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: By studying the ability of the Normal Tempered Stable (NTS) model to fit thestatistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models.
Автор: T. R. Hurd Название: Contagion! Systemic Risk in Financial Networks ISBN: 331933929X ISBN-13(EAN): 9783319339290 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems.
Автор: Dmytro Gusak; Alexander Kukush; Alexey Kulik; Yuli Название: Theory of Stochastic Processes ISBN: 1461425069 ISBN-13(EAN): 9781461425069 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.
Автор: Mazarr Michael J. Название: Rethinking Risk in National Security ISBN: 134994887X ISBN-13(EAN): 9781349948871 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book examines the role of risk management in the recent financial crisis and applies lessons from there to the national security realm. The most elaborate and complex risk procedures could not cure skewed incentives, cognitive biases, groupthink, and a dozen other human factors that led companies to take excessive risk.
This Pivot proposes an integrated approach to facilitate competency development in a more comprehensive way. It examines this approach in the important but seldom studied context of risk management in banks.
Risk management weaknesses in banks have persisted in spite of regulatory changes. This Pivot takes inspiration from three unlikely sports heroes to create the proposed integrated approach to risk management competency development, bringing together three competency development concepts hitherto studied in isolation that are more comprehensive and more effective when combined.
The author studies the integrated approach under three specific objectives. The concepts are first operationalized into 23 actionable indicators through literature reviews and experts’ reaffirmation. Then, the t-test and discriminant analysis are used to identify how banks across different demographic groups place different emphases on these indicators. Lastly, these indicators are summarized into key themes via factor analysis.
Автор: Malinovskii, Vsevolod K. Название: Risk measures and insurance solvency benchmarks ISBN: 0367740265 ISBN-13(EAN): 9780367740269 Издательство: Taylor&Francis Рейтинг: Цена: 117390.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system. It is also intended for readers who are interested in pure and applied probability and have a taste for classical and asymptotic analysis.
Автор: Ionut Florescu, Maria C. Mariani, H. Eugene Stanley, Frederi G. Viens Название: Handbook of High-Frequency Trading and Modeling in Finance ISBN: 1118443985 ISBN-13(EAN): 9781118443989 Издательство: Wiley Рейтинг: Цена: 138280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data.
Автор: Emmanuel Haven and Philip Molyneux Название: The Handbook of Post Crisis Financial Modelling ISBN: 1137494484 ISBN-13(EAN): 9781137494481 Издательство: Springer Рейтинг: Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The 2008 financial crisis was a watershed moment which clearly influenced the public`s perception of the role of `finance` in society. This is the first comprehensive handbook to look at financial modelling post crisis from the legal/historical; empirical modelling; stochastic; and non-stochastic modelling perspectives.
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