عنوان
پدید آورنده
موضوع
رده
HG4521 .E358 2009
HG4521
.
E358
2009
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1281876658
(Number (ISBN
3790820490
(Number (ISBN
3790820504
(Number (ISBN
9781281876652
(Number (ISBN
9783790820492
(Number (ISBN
9783790820508
NATIONAL BIBLIOGRAPHY NUMBER
Number
b588266
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Risk assessment :
General Material Designation
[Book]
Other Title Information
decisions in banking and finance
First Statement of Responsibility
edited by Georg Bol, Svetlozar T. Rachev, Reinhold Würth.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Heidelberg
Name of Publisher, Distributor, etc.
Physica ; London : Springer [distributor]
Date of Publication, Distribution, etc.
©2009.
SERIES
Series Title
Contributions to economics.
CONTENTS NOTE
Text of Note
Automotive Finance: The Case for an Industry-Specific Approach to Risk Management --; Evidence on Time-Varying Factor Models for Equity Portfolio Construction --; Time Dependent Relative Risk Aversion --; Portfolio Selection with Common Correlation Mixture Models --; A New Tempered Stable Distribution and Its Application to Finance --; Estimation of a-stable Sub-Gaussian Distributions for Asset Returns --; Risk Measures for Portfolio Vectors and Allocation of Risks --; The Road to Hedge Fund Replications: The Very First Steps --; Asset Securisation as a Profits Management Instrument --; Recent Advances in Credit Risk Management --; Stable ETL Optimal Portfolios and Extreme Risk Management --; Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.
SUMMARY OR ABSTRACT
Text of Note
New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.
TOPICAL NAME USED AS SUBJECT
Banks and banking -- Risk management.
BUSINESS & ECONOMICS -- Banks & Banking.
Financial risk management.
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4521
Book number
.
E358
2009
PERSONAL NAME - PRIMARY RESPONSIBILITY
edited by Georg Bol, Svetlozar T. Rachev, Reinhold Würth.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
G Bol
Reinhold Würth
S T Rachev
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
