9783330821446 - studies on risk management di lee, chih-wei (6 risultati)
- Brossura
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,69
EUR 11,71 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: Brand New. 96 pages. 8.66x5.91x0.22 inches. In Stock.
- Altre immagini
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,80
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 -Risk management is the process by which various financial risk exposures are identified, measured, and controlled. Financial risks can be defined as those that relate to possible losses in financial markets, such as losses due to i…nterest rate movements or defaults on financial obligations. Generally, financial risks are classified into the broad categories of market risks, credit risks, liquidity risks, operational risks, and legal risks. This study comprises three essays on risk management. In the first essay ¿Stress Testing for Two-stage Transmission Stress Events¿, we use the two-stage conditional probability distributions to compute a new loss exposure measure for stress events that may have two-stage sequential impacts on various markets. In the second essay ¿Estimating Extreme Correlation for the EVT-type VaR - a Copula Approach¿, we propose to use the Clayton copula to derive a time-varying correlation model for calculating the extreme value theory (EVT) type Value at Risk (VaR). In the third essay ¿A Poisson Model with Common Shocks for CDO Valuation¿, we show that the implementation of CDO valuation models assuming conditional dependence can be made more efficient. 96 pp. Englisch.
- Altre immagini
- Brossura
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 22,98
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Über den AutorrnrnChih-Wei Lee received his M.S. degrees from NCTU, Taiwan, and Ph.D. degree from NTU, Taiwan. Now he is present Associate Professor, National Taipei University of Busines…s, Taipei. His research interests include Internation.
- Altre immagini
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,80
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 -Risk management is the process by which various financial risk exposures are identified, measured, and controlled. Financial risks can be defined as those that relate to possible losses in financial markets, such as losses due to inter…est rate movements or defaults on financial obligations. Generally, financial risks are classified into the broad categories of market risks, credit risks, liquidity risks, operational risks, and legal risks. This study comprises three essays on risk management. In the first essay 'Stress Testing for Two-stage Transmission Stress Events', we use the two-stage conditional probability distributions to compute a new loss exposure measure for stress events that may have two-stage sequential impacts on various markets. In the second essay 'Estimating Extreme Correlation for the EVT-type VaR - a Copula Approach', we propose to use the Clayton copula to derive a time-varying correlation model for calculating the extreme value theory (EVT) type Value at Risk (VaR). In the third essay 'A Poisson Model with Common Shocks for CDO Valuation', we show that the implementation of CDO valuation models assuming conditional dependence can be made more efficient.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 96 pp. Englisch.
- Altre immagini
- Brossura
- Print on Demand
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 26,93
EUR 60,81 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Risk management is the process by which various financial risk exposures are identified, measured, and controlled. Financial risks can be defined as those that relate to possible losses in financial markets, such as losses due to intere…st rate movements or defaults on financial obligations. Generally, financial risks are classified into the broad categories of market risks, credit risks, liquidity risks, operational risks, and legal risks. This study comprises three essays on risk management. In the first essay 'Stress Testing for Two-stage Transmission Stress Events', we use the two-stage conditional probability distributions to compute a new loss exposure measure for stress events that may have two-stage sequential impacts on various markets. In the second essay 'Estimating Extreme Correlation for the EVT-type VaR - a Copula Approach', we propose to use the Clayton copula to derive a time-varying correlation model for calculating the extreme value theory (EVT) type Value at Risk (VaR). In the third essay 'A Poisson Model with Common Shocks for CDO Valuation', we show that the implementation of CDO valuation models assuming conditional dependence can be made more efficient.
- Altre immagini
- Brossura
- Print on Demand
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 23,00
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Taschenbuch. Condizione: Neu. Studies on Risk Management | Chih-Wei Lee | Taschenbuch | Englisch | 2017 | ¿¿¿¿¿¿¿ | EAN 9783330821446 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.
