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Ebook Applied quantitative finance (Third edition): Part 1
Part 1 of ebook "Applied quantitative finance (Third edition)" has presents the following content: market risk; vaR in high dimensional systems-a conditional correlation approach; multivariate volatility models; portfolio selection with spectral risk measures; implementation of local stochastic volatility model in FX derivatives; credit risk; estimating distance-to-default with a sector-specific liability adjustment via sequential monte carlo;...
244 p dhktna 23/06/2024 0 0
Từ khóa: Applied quantitative finance, Financial risk meter, Market risk, High dimensional systems-a conditional, Multivariate volatility models, Credit risk, Spectral risk measures
Part 1 of ebook "The risk modeling evaluation handbook: Rethinking financial risk management methodologies in the global capital markets" provides readers with contents including: introduction to model risk; model risk related to equity and fixed income investments; model risk related to credit and credit derivatives investments;...
275 p dhktna 27/02/2024 6 0
Từ khóa: The risk modeling evaluation handbook, Rethinking financial risk management, The global capital markets, Fixed income investments, Credit derivatives investments, Composite political risk indicator model
Continued part 1, part 2 of ebook "Practical methods of financial engineering and risk management: Tools for modern financial professionals" provides readers with contents including: chapter 5 - optimal hedging monte carlo methods; chapter 6 - introduction to credit derivatives; chapter 7 - risk types, CVA, basel III, and OIS discounting; chapter 8 - power laws and extreme value theory; chapter 9 - hedge fund replication;...
180 p dhktna 24/09/2023 12 0
Từ khóa: Practical methods of financial engineering and risk management, Financial engineering, Risk management, Optimal hedging monte carlo methods, Credit derivatives, Hedge fund replication
Ebook Analyzing banking risk: A framework for assessing corporate governance and risk management – Part 2 includes contents: Chapter 7 credit risk management, chapter 8 liquidity risk management, chapter 9 managing liquidity and other investment portfolios, chapter 10 market risk management, chapter 11 currency risk management, chapter 12 asset-liability management, chapter 13 operational risk management in a treasury environment, chapter 14...
264 p dhktna 23/07/2023 23 0
Từ khóa: Ebook Analyzing banking risk, Analyzing banking risk, Corporate governance, Risk management, Credit risk management, Market risk management
Ebook Credit Derivatives: Instruments, Applications, and Pricing - Part 1
In this book we provide a comprehensive examination of the credit derivatives market. As the title of the book indicates, we cover the practical applications of credit derivatives as well as the most current pricing models applied by asset managers and traders. We also discuss investment strategies that may be applied using these tools.
191 p dhktna 21/05/2023 10 0
Từ khóa: Credit Derivatives, Credit Risk, Credit Default Swaps, Asset Swaps, Credit Default Swap Basis, Total Return Swaps
Ebook Credit Derivatives: Instruments, Applications, and Pricing - Part 2
The next group of chapters provides the mechanics for the modeling and pricing of credit risk. These chapters are more quantitative in nature as is necessary to provide a thorough review of current credit pricing models. However, our goal is not to dazzle the reader with out knowledge of rigorous mathematics, but rather, to provide a comprehensive framework in which credit derivative contracts can be efficiently priced.
163 p dhktna 21/05/2023 8 0
Từ khóa: Credit Derivatives, Credit-Linked Notes, Synthetic Collateralized Debt Obligation Structures, Credit Risk Modeling, Credit Default Swaps, Credit-Related Spread Products
Part 1 of ebook "Credit risk management - Basic concepts: Financial risk components, rating analysis, models, economic and regulatory capital" provide readers with content about: bank risk management; credit scoring; credit ratings; risk modelling and measurement; scoring at different customer stages; data definition and collection;...
289 p dhktna 23/04/2023 19 0
Từ khóa: Credit risk management, Financial risk components, Bank risk management, Credit scoring, Credit ratings, Rating system architecture, Internal rating-control committees
Continued part 1, part 2 of ebook "Credit risk management - Basic concepts: Financial risk components, rating analysis, models, economic and regulatory capital" provide readers with content about: portfolio models for credit risk; basel II; measures of portfolio risk; concentration and correlation; portfolio model formulations; information technology aspects;...
264 p dhktna 23/04/2023 19 0
Từ khóa: Credit risk management, Financial risk components, Portfolio models for credit risk, Portfolio model formulations, Loan loss distribution, Portfolio loss distribution
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