Quantitative Operational Risk Models, Guill?n, Montserrat

Автор: Guo, Xin , Lai, Tze Leung , Shek, Howard , Wong
Название: Quantitative Trading
ISBN: 0367871815 ISBN-13(EAN): 9780367871819
Издательство: Taylor&Francis
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Цена: 63280.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part cove

Автор: Vitanov Nikolay K.
Название: Science Dynamics and Research Production: Indicators, Indexes, Statistical Laws and Mathematical Models
ISBN: 3319824015 ISBN-13(EAN): 9783319824017
Издательство: Springer
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Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The second part contains descriptions and discussions of numerous indexes for the evaluation of the productivity of researchers and groups of researchers of different size (up to the comparison of research productivities of research communities of nations).

Автор: Brockhaus Oliver
Название: Equity Derivatives and Hybrids
ISBN: 1137349484 ISBN-13(EAN): 9781137349484
Издательство: Springer
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Цена: 65210.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner`s perspective.

Автор: Bolanc?, Catalina
Название: Quantitative Operational Risk Models
ISBN: 1032477571 ISBN-13(EAN): 9781032477572
Издательство: Taylor&Francis
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Цена: 46950.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Arindam Chaudhuri; Soumya K. Ghosh
Название: Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
ISBN: 3319260375 ISBN-13(EAN): 9783319260372
Издательство: Springer
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Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a comprehensive guide to the modelling of operational risk using possibility theory. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR.

Автор: Arindam Chaudhuri; Soumya K. Ghosh
Название: Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
ISBN: 3319374184 ISBN-13(EAN): 9783319374185
Издательство: Springer
Рейтинг:
Цена: 78350.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a comprehensive guide to the modelling of operational risk using possibility theory. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR.

Автор: Scandizzo Sergio
Название: Validation of Risk Models
ISBN: 1137436956 ISBN-13(EAN): 9781137436955
Издательство: Springer
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Цена: 83850.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.

Автор: Le Bellac Mathieu Et Al
Название: Deep Dive Into Financial Models: Modeling Risk And Uncertainty
ISBN: 9813143711 ISBN-13(EAN): 9789813143715
Издательство: World Scientific Publishing
Цена: 85530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in demystifying the underlying quantitative finance concepts. With a limited use of mathematical formalism, the book explains thoroughly the models, their hypotheses, principles and other building blocks. A particular care is given to model limitations and their misuse for investment strategies, asset pricing, or risk management. Its reader-friendly nature provides readers with a head start in quantitative finance.

Автор: Le Bellac Mathieu Et Al
Название: Deep Dive Into Financial Models: Modeling Risk And Uncertainty
ISBN: 9813142103 ISBN-13(EAN): 9789813142107
Издательство: World Scientific Publishing
Цена: 42240.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in demystifying the underlying quantitative finance concepts. With a limited use of mathematical formalism, the book explains thoroughly the models, their hypotheses, principles and other building blocks. A particular care is given to model limitations and their misuse for investment strategies, asset pricing, or risk management. Its reader-friendly nature provides readers with a head start in quantitative finance.

Автор: Crispoldi Christian
Название: SABR and SABR LIBOR Market Models in Practice
ISBN: 1137378638 ISBN-13(EAN): 9781137378637
Издательство: Springer
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Цена: 74530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market model.

Автор: John Knight
Название: Linear Factor Models in Finance,
ISBN: 0750660066 ISBN-13(EAN): 9780750660068
Издательство: Elsevier Science
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Цена: 99230.00 T
Наличие на складе: Поставка под заказ.
Описание: The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed due to advances in financial theory and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling.

Автор: Vitanov
Название: Science Dynamics and Research Production
ISBN: 3319416294 ISBN-13(EAN): 9783319416298
Издательство: Springer
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Цена: 88500.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book deals with methods to evaluate scientific productivity. In the book statistical methods, deterministic and stochastic models and numerous indexes are discussed that will help the reader to understand the nonlinear science dynamics and to be able to develop or construct systems for appropriate evaluation of research productivity and management of research groups and organizations. The dynamics of science structures and systems is complex, and the evaluation of research productivity requires a combination of qualitative and quantitative methods and measures. The book has three parts. The first part is devoted to mathematical models describing the importance of science for economic growth and systems for the evaluation of research organizations of different size. The second part contains descriptions and discussions  of numerous indexes for the evaluation of the productivity of researchers and groups of researchers of different size (up to the comparison of research productivities of research communities of nations). Part three contains discussions of non-Gaussian laws connected to scientific productivity and presents various deterministic and stochastic models of science dynamics and research productivity. The book shows that many famous fat tail distributions as well as many deterministic and stochastic models and processes, which are  well known from physics, theory of extreme events or population dynamics, occur also in the description of dynamics of scientific systems and in the description of the characteristics of research productivity. This is not a surprise as scientific systems are nonlinear, open and dissipative.