عنوان

<The> Risk Modeling Evaluation Handbook

IR

994843

انگلیسی

IR

[Book]

:Rethinking Financial Risk Management Methodologies in the Global Capital Markets

/ Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn, editors

New York

: McGraw-Hill Professional

, 2010.

xxxv, 491 p.

: ill.

(McGraw-Hill Finance & Investing)

Print

Bibligraphy

Index

Model risk: lessons from past catastrophes / Scott Mixon - Toward a market sector-based composite political risk indicator model / John Simpson - Analysts' earnings forecasts, portfolio selection, and market risk premia: an empirical comparison of four different valuation approaches / Franziska Becker, Wolfgang Breuer, and Marc Grtler - The market timing ability of Australian superannuation funds: nonlinearities and smooth transition models / George Woodward and Robert Brooks - Model risk: caring about stylized features of asset returns - How does the equity market influence the credit default swap market? / Hayette Gatfaoui - Price transmissions and market risk in financial markets / Viviana Fernandez - Volatility asymmetry and leverage: some U.S. evidence / Emawtee Bissoondoyal-Bheenick and Robert Brooks - The effects of different parameter estimation methods on option pricing: an empirical analysis / Zeynep Iltuzer Samur, Cumhur Ekinci, and Oktay Tas - Effect of benchmark misspecification on risk-adjusted performance measures / Laurent Bodson and Georges Hbner - Carry trade strategies and the information content of credit default swaps / Raphael W. Lam and Marco Rossi - A strategic management insight into model risk in ratings / Werner Gleissner, Oliver Everling, and Don Ah Pak - Modeling securitization transactions under Basel II using the supervisory formula approach / Martin Knocinski - Model risk in credit management processes / Giacomo De Laurentis and Giampaolo Gabbi - Neglecting cash flow information in structural credit portfolio models - a shipping portfolio example / Torsten Seil and Florian Heitger - Concepts to validate valuation models / Peter Whitehead - Model risk in the context of equity derivatives pricing / Bernd Engelmann and Fiodar Kilin - Techniques for mitigating model risk / Peter Whitehead - Beyond value at risk: expected shortfall and other coherent risk measures / Andreas Krause - Value at risk computation in a nonstationary setting / Dominique Guفgan - Copula-var and copula-var-garch modeling: dangers for value at risk and impulse response functions / Carluccio Bianchi ... [et al.] - Small samples and EVT estimators for computing risk measures: simulation and empirical evidences / Dean Fantazzini and Alexander Kudrov - Model risk in counterparty exposure modeling / Marcus R. W. Martin - Model risk in credit portfolio modeling / Matthias Gehrke and Jeffrey Heidemann - Model risk in credit portfolio models: Merton versus Creditrisk models? / Anne Kleppe and Christian Oehler - Model risk for market risk modeling / Jason C. Hsu, Vitali Kalesnik, and Shane D. Shepherd - Evaluating the adequacy of market risk models / Carsten S. Wehn - Model risk evaluation by independent reviews / Katja Pluto - Asset allocation under model risk / Pauline M. Barrieu and Sandrine Tobelem

Investment analysis

Risk management

Investments

سرمایه‌گذاری -- تجزبه و تحلیل

مدیریت ریسک

سرمایه گذاری

fa

گرگوریو، گرگ ان .، ۱۹۵۶ - م.، ویراستار

Gregoriou, Greg N. , 1956-

Hoppe, Christian

Wehn, Carsten S

ایران

Library of Foreign Languages and Islamic resource

old catalog

p

BL

1

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Y