Описание: Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
Описание: A fully revised second edition focused on the best practices of enterprise risk management Since the first edition of Enterprise Risk Management: From Incentives to Controls was published a decade ago, much has changed in the worlds of business and finance.
Описание: A New Framework for Analyzing and Managing Fixed Income Portfolios Global traders implementing alpha transfer or complex fixed income strategies need a stable and accurate term structure of interest rates (TSIR) for all fundamental rates. However, theore
Автор: Perry, James L.; Hondeghem, Annie Название: Motivation in Public Management ISBN: 0199234035 ISBN-13(EAN): 9780199234035 Издательство: Oxford Academ Рейтинг: Цена: 23562.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Are public servants self-interested, or motivated by a sense of duty and commitment far above what we would expect given their often modest compensation and frequent public criticism? This book looks at research on this and related questions in assessing the current state of our scientific knowledge.
Автор: Robert E. Название: Derivatives: Markets, Valuation, and Risk Management ISBN: 0471786322 ISBN-13(EAN): 9780471786320 Издательство: Wiley Рейтинг: Цена: 21384.00 р. Наличие на складе: Поставка под заказ.
Описание: Derivative contracts are incredibly powerful tools for managing expected return and risk. In order to take full advantage of the opportunities they afford, practitioners need to have a thorough understanding of how derivative contracts are valued.
Автор: Zelenko, Ivan Название: Credit risk management for derivatives ISBN: 3319579746 ISBN-13(EAN): 9783319579740 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution.
Описание: The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis.
Описание: This is the first book of its kind on the market and is aimed at collateral management professionals in the OTC derivatives markets.
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.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
