Автор: Fabozzi Название: Robust Portfolio Optimization and Management ISBN: 047192122X ISBN-13(EAN): 9780471921226 Издательство: Wiley Рейтинг: Цена: 14098.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book.
Автор: Runming Yao Название: Design and Management of Sustainable Built Environments ISBN: 1447147804 ISBN-13(EAN): 9781447147800 Издательство: Springer Рейтинг: Цена: 30745.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book examines key subjects in the design and management of modern built environments to meet carbon emission reduction targets. An international group of experts cover sustainable urban and building design, management and assessment.
Автор: Davis Mark H A Название: Risk-sensitive Investment Management ISBN: 9814578045 ISBN-13(EAN): 9789814578042 Издательство: World Scientific Publishing Рейтинг: Цена: 8554.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.
This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes.
With its emphasis on the interconnection between mathematical techniques and real-world problems, this book will be of interest to both academic researchers and money managers. Risk-sensitive investment management links stochastic control and portfolio management. Because of its distinct emphasis on integrating advanced theoretical concepts into practical dynamic investment management tools, this book stands out from the existing literature in fundamental ways. It goes beyond mainstream research in portfolio management in a traditional static setting. The theoretical developments build on contemporary research in stochastic control theory, but are informed throughout by the need to construct an effective and practical framework for dynamic portfolio management.
This book fills a gap in the literature by connecting mathematical techniques with the real world of investment management. Readers seeking to solve key problems such as benchmarked asset management or asset and liability management will certainly find it useful.
Sample Chapter(s)
Автор: Kaptein, Muel Название: The Balanced Company: A Theory of Corporate Integrity ISBN: 0199255512 ISBN-13(EAN): 9780199255511 Издательство: Oxford Academ Рейтинг: Цена: 12355.00 р. Наличие на складе: Поставка под заказ.
Описание: This text blends a coherent overview of the most important theories and insights in the field of business ethics with a range of practical contexts to explore the important issue of corporate responsibility and accountability.
Автор: Dermine, Jean Название: Bank valuation and value-based management ISBN: 0071624996 ISBN-13(EAN): 9780071624992 Издательство: McGraw-Hill Рейтинг: Цена: 16302.00 р. Наличие на складе: Поставка под заказ.
Описание: Addresses such bank management issues as Basel II and other capital management methods, securitization, resolution for non-performing loans and investments, and the measurement of interest rate risk. This title presents a valuation model that enables institutional bank managers and bank regulators to assess and control value creation and risk.
Автор: Zagst, Rudi Название: Interest-rate management ISBN: 3642087086 ISBN-13(EAN): 9783642087080 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics.
Автор: Meissner Gunter Название: Correlation Risk Modeling and Management ISBN: 111879690X ISBN-13(EAN): 9781118796900 Издательство: Wiley Рейтинг: Цена: 15840.00 р. Наличие на складе: Поставка под заказ.
Описание: A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk.
Автор: Kriele, Marcus, Wolf, Jochen Название: Value-Oriented Risk Management of Insurance Companies ISBN: 1447163044 ISBN-13(EAN): 9781447163046 Издательство: Springer Рейтинг: Цена: 9083.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This interdisciplinary book explores both actuarial methods and methods pertaining to classical internal control and classical risk management. The text offers insight on risk capital, capital allocation, performance measurement and value-oriented management.
Описание: A convergence of lean management and quality management thinking has taken place in organizations across many industries, including construction. Practices in procurement, design management and construction management are all evolving constantly and understanding these changes and how to react is essential to successful management. This book provides valuable insights for owners, designers and constructors in the construction sector. Starting by introducing the language of total quality, lean and operational excellence, this book takes the reader right up to the latest industry practice in this sector, and demonstrates the best way to manage change. Written by two of the world's leading experts, Total Construction Management: Lean quality in construction project delivery offers a clearly structured introduction to the most important management concepts and practices used in the global construction industry today. This authoritative book covers issues such as procurement, BIM, all forms of waste, construction safety, and design and construction management, all explained with international case studies. It is a perfect guide for managers in all parts of the industry, and ideal for those preparing to enter the industry.
Автор: Swindle Название: Valuation and Risk Management in Energy Markets ISBN: 1107036844 ISBN-13(EAN): 9781107036840 Издательство: Cambridge Academ Рейтинг: Цена: 19800.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice.
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