Lingua: Inglese
Editore: Karlsruhe, 2005
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 17,95
Quantità: 3 disponibili
Aggiungi al carrelloBroschiert. Condizione: Gut. 252 Seiten; Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache Sprache: Englisch Gewicht in Gramm: 400.
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 21,95
Quantità: 1 disponibili
Aggiungi al carrellogebundene Ausgabe. Condizione: Gut. 266 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 595.
Lingua: Inglese
Editore: Amsterdam, Academic Press - Elevier (= Academic Press Advanced Finance Series) 2009, 2009
ISBN 10: 0123736838 ISBN 13: 9780123736833
Da: Antiquariat Orban & Streu GbR, Frankfurt am Main, Germania
Prima edizione
EUR 22,00
Quantità: 1 disponibili
Aggiungi al carrelloErstausgabe, 8°, 280 S., Sprache: englisch, farbig illustr. original Pappband (Hardcover), Zustand wie frisch aus der Buchhandlung. Abholung im Ladengeschäft in Frankfurt am Main (Nordend ggü. Musterschule) möglich. Das spart die Portokosten. Pickup at the store in Frankfurt am Main (Nordend, close to Musterschule) is possible. It saves the shipping costs.
Da: Anybook.com, Lincoln, Regno Unito
EUR 66,46
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9780123736833.
Da: Chiron Media, Wallingford, Regno Unito
EUR 69,47
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardcover. Condizione: New.
Da: Majestic Books, Hounslow, Regno Unito
EUR 81,41
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New. pp. 280 Illus.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 93,30
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 280.
Lingua: Inglese
Editore: Elsevier Science Publishing Co Inc, 2008
ISBN 10: 0123736838 ISBN 13: 9780123736833
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 86,18
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. New copy - Usually dispatched within 4 working days.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 94,61
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New. pp. 280.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 108,34
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 97,84
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 97,83
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 110,34
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Lingua: Tedesco
Data di pubblicazione: 1988
Da: Antiquariat Armebooks, Frankfurt am Main, Germania
EUR 11,99
Quantità: 1 disponibili
Aggiungi al carrellocassette. Condizione: Sehr gut. Seiten; Kassette - 124 KL-WOA7-RORF Sprache: Deutsch Gewicht in Gramm: 500.
Da: moluna, Greven, Germania
EUR 102,70
Quantità: Più di 20 disponibili
Aggiungi al carrelloGebunden. Condizione: New. Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II. This book addresses one aspect of these ratings systems which is cre.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 69,36
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: new. Questo è un articolo print on demand.
Da: Revaluation Books, Exeter, Regno Unito
EUR 78,45
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. illustrated edition. 280 pages. 9.10x6.00x0.90 inches. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: Elsevier Science Publishing Co Inc, 2008
ISBN 10: 0123736838 ISBN 13: 9780123736833
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 114,32
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 150,00
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this, sophisticated credit risk models are being developed or demanded by banks to assess the risk of their credit portfolio better by recognizing the different underlying sources of risk. As a consequence, not only default probabilities for certain rating categories but also the probabilities of moving from one rating state to another are important issues in such models for risk management and pricing. It is widely accepted that rating migrations and default probabilities show significant variations through time due to macroeconomics conditions or the business cycle. These changes in migration behavior may have a substantial impact on the value-at-risk (VAR) of a credit portfolio or the prices of credit derivatives such as collateralized debt obligations (D+CDOs). In Rating Based Modeling of Credit Risk the authors develop a much more sophisticated analysis of migration behavior. Their contribution of more sophisticated techniques to measure and forecast changes in migration behavior as well as determining adequate estimators for transition matrices is a major contribution to rating based credit modeling. 280 pp. Englisch.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 126,90
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this, sophisticated credit risk models are being developed or demanded by banks to assess the risk of their credit portfolio better by recognizing the different underlying sources of risk. As a consequence, not only default probabilities for certain rating categories but also the probabilities of moving from one rating state to another are important issues in such models for risk management and pricing. It is widely accepted that rating migrations and default probabilities show significant variations through time due to macroeconomics conditions or the business cycle. These changes in migration behavior may have a substantial impact on the value-at-risk (VAR) of a credit portfolio or the prices of credit derivatives such as collateralized debt obligations (D+CDOs). In Rating Based Modeling of Credit Risk the authors develop a much more sophisticated analysis of migration behavior. Their contribution of more sophisticated techniques to measure and forecast changes in migration behavior as well as determining adequate estimators for transition matrices is a major contribution to rating based credit modeling.