Elsevier inc jan 2009 (2 risultati)
- Altre immagini
- Brossura
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 45,95
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Epilepsy is one of the most common neurological disorders, and original observations in the field are often the key to diagnosis and successful treatment. Physicians new to the field as well as seasoned practitioners will benefit f…rom more than one hundred case vignettes that explore the universe of epilepsy as it presents in daily practice. Some of these cases challenge long-held views about epilepsy and others bring the reader to the limits of our understanding of epilepsy, both in clinical and basic science. To improve the interface of clinical and basic science in epilepsy, basic scientists comment on the potential mechanisms underlying clinical observations, and clinicians assess the potential impact of recent results of experiments in the laboratory. Puzzling Cases of Epilepsy highlights the importance that original observations have in inspiring both new treatments and continued research. 546 pp. Englisch.
- Altre immagini
Lingua: Inglese
Editore: Elsevier Inc Jan 2009, 2009
- Rilegato
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 73,95
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Buch. 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 str…aightforwardness 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.
