Автор: Alexander McNeil, Rudiger Fre Название: Quantitative Risk Management ISBN: 0691122555 ISBN-13(EAN): 9780691122557 Издательство: Wiley Цена: 9240 р. Наличие на складе: Поставка под заказ. Описание: Provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers with practical tools to solve real-world problems. This work covers methods for market, credit, and operational risk modelling; and places standard industry approaches on a more formal footing.
Автор: John C. Hull Название: Risk management and financial institutions, 4th ed ISBN: 1118955943 ISBN-13(EAN): 9781118955949 Издательство: Wiley Рейтинг: Цена: 11550 р. Наличие на складе: Невозможна поставка.
Описание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids. try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY find indispensable. ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations. aluation. Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley. ned to be used every day in the fast–paced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a must–have reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat
Описание: Provides an approach that focuses on managing return and risk in modern financial institutions.
Автор: Alexander McNeil, Rudiger Fre Название: Quantitative Risk Management ISBN: 0691122555 ISBN-13(EAN): 9780691122557 Издательство: Wiley Рейтинг: Цена: 9240 р. Наличие на складе: Поставка под заказ.
Описание: Provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers with practical tools to solve real-world problems. This work covers methods for market, credit, and operational risk modelling; and places standard industry approaches on a more formal footing.
Описание: An updated guide to risk management for financial firms post crisis. Written by an experienced risk manager and quantitative analyst, the book updates the theories and tools used to assess, measure, and monitor risk with their applications. The book then presents a guide map for tactical and strategic decision-making to control risk and capitalize on opportunities. Risk management, like portfolio management, must become a core firm competency. Quantitative Risk Measurement serves as an updated tutorial that addresses the current state of risk management and presents improvements in the practice and implementation. From risk measures, probability, and regulatory issues to a typology of financial institution riks and portfolio risk analytics and reporting, Coleman provides the models, tools, and techniques firms need to fully integrate the best in risk management practices. Includes interactive graphs, and portfolio risk and analytics computer code, documentation, and risk-reporting.
Описание: An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds--spread, liquidity, and Treasury yield curve risk--as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical text serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.
Автор: Cendrowski, Harry Mair, William Название: Quantitative coso risk management ISBN: 0470460652 ISBN-13(EAN): 9780470460658 Издательство: Wiley Рейтинг: Цена: 9240 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: * Risk assessment and control validation are hot topics with regulators, shareholders, senior management, and external advisors. * Traditionally, risk assessment is viewed as an imprecise art, the relative success of which cannot be measured or quantified.
Описание: Written By A Physicist With Extensive Experience As A Quant On Wall Street, This Book Treats A Wide Variety Of Topics. Presenting The Theory And Practice Of Quantitative Finance And Risk, It Delves Into The “How To” And “What It'S Like” Aspects Not Covered In Textbooks Or Research Papers. A “Technical Index” Indicates The Mathematical Level For Each Chapter.This Second Edition Includes Some New, Expanded, And Wide-Ranging Considerations For Risk Management: Climate Change And Its Long-Term Systemic Financial Risk; Markets In Crisis — New Crisis Prediction Technique And The Reggeon Field Theory; New “Smart Monte Carlo” And American Monte Carlo; Trend Risk — Time Scales And Risk, The Macro–Micro Model, And Singular Spectrum Analysis; Credit Risk: Counterparty Risk, Wrong Way Risk, Issuer Risk, And Regulations; Stressed Correlations — New “Nearest Neighbor” Techniques; And Psychology And Option Models.Solid Risk Management Topics From The First Edition And Valid Today Are Included: Standard/Advanced Theory And Practice In Fixed Income, Equities, And Fx; Quantitative Finance And Risk Management — Traditional/Exotic Derivatives, Fat Tails, Stressed Var, Model Risk, Numerical Techniques, Deals/Portfolios, Systems, Data, Economic Capital, And Function Toolkit; Risk Lab — The Nuts And Bolts Of Risk Management From The Desk To The Enterprise; Case Studies Of Deals; Feynman Path Integrals, Green Functions, And Options; And “Life As A Quant” — Communication Issues, Sociology, Stories, And Advice.
Автор: Zopounidis Constantin Название: Quantitative Financial Risk Management ISBN: 1118738187 ISBN-13(EAN): 9781118738184 Издательство: Wiley Рейтинг: Цена: 10973 р. Наличие на складе: Поставка под заказ.
Описание:
A Comprehensive Guide to Quantitative Financial Risk Management
Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets.
This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in Quantitative Financial Risk Management can help professionals to better manage, monitor, and measure risk, especially in today's uncertain world of globalization, market volatility, and geo-political crisis.
Quantitative Financial Risk Management delivers the information, tools, techniques, and most current research in the critical field of risk management. This text offers an essential guide for quantitative analysts, financial professionals, and academic scholars.
Описание: This Quantitative Survival Guide for Operations Management comes from a desire to help students understand and succeed when faced with the quantitative portions of a course in Operations Management. If you have struggled with math and statistics in earlier courses, this is the guide for you! This supplement gives examples of the types of problems that a student will encounter in a typical Operations Management textbook. The first section reviews some basics of algea and pre-algebra. Each of the following sections reviews quantitative material by topic covered in an Operations Management course.
Автор: Dynkin, Lev Gould, Anthony Hyman, Jay Konstantinov Название: Quantitative management of bond portfolios ISBN: 0691128316 ISBN-13(EAN): 9780691128313 Издательство: Wiley Рейтинг: Цена: 15312 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into two parts, this book provides solutions and methodologies based on investor inquiries.
Автор: Scherer, Bernd; Winston, Kenneth Название: The Oxford Handbook of Quantitative Asset Management ISBN: 0199553432 ISBN-13(EAN): 9780199553433 Издательство: Oxford Academ Рейтинг: Цена: 12654 р. Наличие на складе: Невозможна поставка.
Описание: This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.
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