عنوان

Risk assessment :

شابک

1281876658

شابک

3790820490

شابک

3790820504

شابک

9781281876652

شابک

9783790820492

شابک

9783790820508

شماره

b588266

عنوان اصلي

Risk assessment :

نام عام مواد

[Book]

ساير اطلاعات عنواني

decisions in banking and finance

نام نخستين پديدآور

edited by Georg Bol, Svetlozar T. Rachev, Reinhold Würth.

محل نشرو پخش و غیره

Heidelberg

نام ناشر، پخش کننده و غيره

Physica ; London : Springer [distributor]

تاریخ نشرو بخش و غیره

©2009.

عنوان فروست

Contributions to economics.

متن يادداشت

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.

متن يادداشت

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.

موضوع مستند نشده

Banks and banking -- Risk management.

موضوع مستند نشده

BUSINESS & ECONOMICS -- Banks & Banking.

موضوع مستند نشده

Financial risk management.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

edited by Georg Bol, Svetlozar T. Rachev, Reinhold Würth.

مستند نام اشخاص تاييد نشده

G Bol

مستند نام اشخاص تاييد نشده

Reinhold Würth

مستند نام اشخاص تاييد نشده

S T Rachev

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y