Optimal Control of Credit Risk, Didier Cossin; Felipe M. Aparicio Acosta

Автор: Didier Cossin; Felipe M. Aparicio Acosta
Название: Optimal Control of Credit Risk
ISBN: 0792379381 ISBN-13(EAN): 9780792379386
Издательство: Springer
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Цена: 20962.00 р.
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Описание: Presents an alternative methodology to deal with a financial problem: the control of credit risk. This monograph includes chapters that review the main avenues of literature related to our problem; provide a brief overview of the main optimal control principles; and, present the models and their setting.

Автор: Jerome L. Stein
Название: Stochastic Optimal Control and the U.S. Financial Debt Crisis
ISBN: 1489986316 ISBN-13(EAN): 9781489986313
Издательство: Springer
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Цена: 14673.00 р.
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Описание: This book analyzes Stochastic Optimal Control in relation to the 2008 U.S. financial crisis, showing why such a methodology is best suited for reducing financial risk and addressing key regulatory issues. Uses SOC to explain debt crises, and more.

Автор: Brigo
Название: Counterparty Credit Risk, Collateral and Funding
ISBN: 047074846X ISBN-13(EAN): 9780470748466
Издательство: Wiley
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Цена: 10296.00 р.
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Описание: The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. The authors also aim to help quantitative analysts, traders, and anyone else needing to measure counterparty risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others. Table of Contents Preface Chapter 1: Definitions and Notation Chapter 2: Counterparty Risk in General Chapter 3: Modeling the underlying: Equity, Rates, Commodities and Credit Chapter 4: Counterparty Risk for Interest Rate Swaps and exotics Chapter 5: Counterparty Risk for FX Chapter 6: Counterparty Risk for Commodities Chapter 7: Counterparty Risk for Credit Chapter 8: Counterparty Risk for Equity Chapter 9. Contingent CDS and other hybrid products Appendix A: Stochastic Calculus Appendix B: Copula Functions

Автор: Leonard Onyiriuba
Название: Emerging Market Bank Lending and Credit Risk Control
ISBN: 0128034386 ISBN-13(EAN): 9780128034385
Издательство: Elsevier Science
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Цена: 11620.00 р.
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Описание:

Using a framework of volatile markets Emerging Market Bank Lending and Credit Risk Control covers the theoretical and practical foundations of contemporary credit risk with implications for bank management. Drawing a direct connection between risk and its effects on credit analysis and decisions, the book discusses how credit risk should be correctly anticipated and its impact mitigated within framework of sound credit culture and process in line with the Basel Accords.

Автор: Christophe Deissenberg; Richard F. Hartl
Название: Optimal Control and Dynamic Games
ISBN: 1441938397 ISBN-13(EAN): 9781441938398
Издательство: Springer
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Цена: 29209.00 р.
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Описание: Optimal Control and Dynamic Games has been edited to honor the outstanding contributions of Professor Suresh Sethi in the fields of Applied Optimal Control.

Автор: Bowon Kim
Название: Optimal Control Applications for Operations Strategy
ISBN: 9811035989 ISBN-13(EAN): 9789811035982
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book focuses on the applications of optimal control theory to operations strategy and supply chain management.

Автор: Georges Zaccour
Название: Optimal Control and Differential Games
ISBN: 1461353688 ISBN-13(EAN): 9781461353683
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Optimal control and differential games continue to attract strong interest from researchers interested in dynamical problems and models in management science.

Автор: T. Donaldson
Название: Credit Control in Boom and Recession
ISBN: 0333586670 ISBN-13(EAN): 9780333586679
Издательство: Springer
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Цена: 25853.00 р.
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Описание: The book contains a comprehensive review of all aspects of credit control: analysis and presentation for a decision; It recognises that different types of banks will apply the basic principles in ways reflecting their overall strategy and nature of their business. It adapts to these, but stresses strong warnings on certain policies or lack thereof.

Автор: Akkizidis
Название: Guide to Optimal Operational Risk and BASEL II
ISBN: 0849338131 ISBN-13(EAN): 9780849338137
Издательство: Taylor&Francis
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Цена: 19906.00 р.
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Описание: Presents the key aspects of operational risk management that are also aligned with the Basel II requirements. This volume provides guidance for the design and implementation of an efficient operational risk management system. It also introduces the idea of operational risks and how they affect financial organizations.

Автор: Dimitris N. Chorafas
Название: Operational Risk Control with Basel II,
ISBN: 0750659092 ISBN-13(EAN): 9780750659093
Издательство: Elsevier Science
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Цена: 16212.00 р.
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Описание: Provides a methodology for operational risk control. This book focuses on management risk and ways to avoid it; explains why and how information technology is a major operational risk; shows how to integrate cost control in the operational risk perspective; and details analytical approaches to operational risk control.