Dao thanh binh (15 risultati)
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Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Credit Scoring Models for Vietnamese Market | Z-Score Models for Vietnamese Manufacturers, Non-Manufacturers & Consumers | Dao Thi Thanh Binh (u. a.) | Taschenbuch | Englisch | LAP Lambert Academic Publishing | EAN 9783846584323 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher…Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.
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Da: preigu, Osnabrück, Germaniapreigu
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EUR 47,90
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Taschenbuch. Condizione: Neu. Bad Debts Resolutions in Vietnam Banking System | Quantitative Analysis and AMCs Model | Thanh Binh Dao (u. a.) | Taschenbuch | 92 S. | Englisch | 2015 | LAP LAMBERT Academic Publishing | EAN 9783659662102 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osna…brück, mail[at]preigu[dot]de | Anbieter: preigu.
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Da: preigu, Osnabrück, Germaniapreigu
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EUR 58,00
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Taschenbuch. Condizione: Neu. Structural Approach of Credit Risk with Jump Diffusion Process | Credit Risk Models & Application | Thanh Binh Dao | Taschenbuch | 180 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783845409061 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norders…tedt, info[at]bod[dot]de | Anbieter: preigu.
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
Contatta il venditoreVenditore con 4 stelleCondizione: Usato - Come nuovo
EUR 133,30
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paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -There has been a raising concern about the bad debts in the Vietnamese banks recently. This book concentrates on finding solutions for this critical issue basing on quantitative as well as qualitative analysis. The quantitative app…roach focuses on finding the causes of the bad debt by establishing the models that describe the relationship between bad debts factors as macroeconomic indicators and bank-specific factors. Apart from control the amount of bad debts based on quantitative model, the qualitative model focus on AMC (Asset Management Company) model, by studying the application of this model in Korea and China. The operations of AMCs of commercial banks and Debt and Asset Trading Corporation (DATC) - a centralized AMC in Vietnam are also evaluated. All of these factors serve as foundation to set recommendations to improve the effectiveness of this model in Vietnam in disposing bad debts. The two set of actions with one proactively restricts the increase of bad debts and one focus on current bad debts amount need to carry out simultaneously and rapidly in order to bring the highest results. 92 pp. Englisch.
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Da: moluna, Greven, Germaniamoluna
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EUR 41,67
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Thi Thanh Binh DaoDr. DAO Thanh Binh obtained her Doctorate in Finance at University of Paris Dauphine, France. Head of Financial Department, FMT, Hanoi University, Vietnam. Lecturer in Corporate Finan…ce, Bank Management & Econometri.
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 68,00
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Structural Approach of Credit Risk with Jump Diffusion Process proposes three essays in the modelling of the firm s asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with t…he modelling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm s asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada. 180 pp. Englisch.
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: DAO Thanh BinhDr. Dao Thanh Binh obtained her Doctorate in Finance at University of Paris Dauphine. Lecturer in Corporate Finance, Investment and Portfolio Management, Bank Management, Credit Risk Mana…gement & Econometrics. Consultan.
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Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 55,21
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: DAO Thanh BinhDr. DAO Thanh Binh obtained her Doctorate in Finance at University Paris Dauphine - France. Head of Financial Department, FMT, Hanoi University - Vietnam. Lecturer in Corporate Finance, B…ank Management & Econometrics. L.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 49,59
EUR 60,77 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Credit Scoring Models for Vietnamese Market proposes four essays, which provides an insightful approach to develop credit scoring models specifically for the Vietnamese market. The first two essays analyze the development of credit scor…ing models for non-manufacturing firms in 2009 and 2010. The last two essays comprise studies conducted in 2010, in which the former study discusses the formulation process of Z-score model for manufacturing businesses whereas the latter presents the procedures necessary to propose a model for assessing consumer credits. The book firstly provides readers with basic understandings about credit scoring, the close relationship among credit scoring, credit ratings and probability of default. This book also aims to introduce the formulation process and development of Altman s Z-score model for Vietnam with a proxy data. More importantly, it is designed to describe in details the formulation of credit scoring models and their application in the Vietnamese market.
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 54,90
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -There has been a raising concern about the bad debts in the Vietnamese banks recently. This book concentrates on finding solutions for this critical issue basing on quantitative as well as qualitative analysis. The quantitative approac…h focuses on finding the causes of the bad debt by establishing the models that describe the relationship between bad debts factors as macroeconomic indicators and bank-specific factors. Apart from control the amount of bad debts based on quantitative model, the qualitative model focus on AMC (Asset Management Company) model, by studying the application of this model in Korea and China. The operations of AMCs of commercial banks and Debt and Asset Trading Corporation (DATC) - a centralized AMC in Vietnam are also evaluated. All of these factors serve as foundation to set recommendations to improve the effectiveness of this model in Vietnam in disposing bad debts. The two set of actions with one proactively restricts the increase of bad debts and one focus on current bad debts amount need to carry out simultaneously and rapidly in order to bring the highest results.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 92 pp. Englisch.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 55,56
EUR 60,78 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - There has been a raising concern about the bad debts in the Vietnamese banks recently. This book concentrates on finding solutions for this critical issue basing on quantitative as well as qualitative analysis. The quantitative approach… focuses on finding the causes of the bad debt by establishing the models that describe the relationship between bad debts factors as macroeconomic indicators and bank-specific factors. Apart from control the amount of bad debts based on quantitative model, the qualitative model focus on AMC (Asset Management Company) model, by studying the application of this model in Korea and China. The operations of AMCs of commercial banks and Debt and Asset Trading Corporation (DATC) - a centralized AMC in Vietnam are also evaluated. All of these factors serve as foundation to set recommendations to improve the effectiveness of this model in Vietnam in disposing bad debts. The two set of actions with one proactively restricts the increase of bad debts and one focus on current bad debts amount need to carry out simultaneously and rapidly in order to bring the highest results.
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- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 68,00
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -'Structural Approach of Credit Risk with Jump Diffusion Process' proposes three essays in the modelling of the firm's asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with the… modelling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm's asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 180 pp. Englisch.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 68,00
EUR 61,43 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Structural Approach of Credit Risk with Jump Diffusion Process proposes three essays in the modelling of the firm s asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with the mo…delling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm s asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada.
