Ayari foued (9 risultati)

Condizione: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

Condizione: New.

Taschenbuch. Condizione: Neu. Credit Risk Modeling | An Empirical Analysis on Pricing, Procyclicality and Dependence | Foued Ayari | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639132700 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Condizione: fine. 2eme edition 2025. vendeur professionnel. envoi soigne en 24/48h. le livre peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques.

Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: AYARI FOUEDDr Ayari is an Assistant Professor of Finance at Wagner College nin New York, and has been consulting and conducting financial ntraining for major financial institutions in the US, Europe and nAsia.Dr. Ayari received his P.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Credit risk modeling has grown significantly over the past few years; driven by explosive growth in the credit derivatives market and more quantitatively sophisticated bank capital regulations under the upcoming Basel II Accord. Credit risk modeling relies mainly on three parameters,probability of default (PD),recovery rate (RR)and correlation.This book intends first to explain what is called the implied correlation skew , and show that liquidity has some explanatory power on correlation . The second section analyses the relationship between credit default swap index spread and stock market returns and the third section provides a comprehensive analysis on the cyclicality of default rates,recovery rates and their dependence using financial data provided by Bank Call Reports from 1991 to 2005 for all US commercial banks with total assets greater than $300 millions. It shows that indeed, default rates and recovery rates are cyclical and inversely related. These findings have important implications in credit risk modeling for both the credit derivatives market and the new Basel II capital requirement proposed rule(LGD).…

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.

Paperback. Condizione: Brand New. 148 pages. 8.66x5.91x0.37 inches. In Stock. This item is printed on demand.