Stress Testing (2nd Edition), Hasan I., Lynch D., Siddique A.
Автор: Ong L. L. Название: A Guide to IMF Stress Testing: Methods and Models ISBN: 1484368584 ISBN-13(EAN): 9781484368589 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 6015.00 р. 8593.00-30% Наличие на складе: Есть (1 шт.) Описание: IMF economists work closely with member countries on a variety of issues. Their unique perspective on country experiences and best practices on global macroeconomic issues are often shared in the form of books on diverse topics such as cross-country comparisons, capacity building, macroeconomic policy, financial integration, and globalization.
Автор: Bradley Efron and Trevor Hastie Название: Computer Age Statistical Inference ISBN: 1107149894 ISBN-13(EAN): 9781107149892 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The twenty-first century has seen a breathtaking expansion of statistical methodology, both in scope and in influence. 'Big data', 'data science', and 'machine learning' have become familiar terms in the news, as statistical methods are brought to bear upon the enormous data sets of modern science and commerce. How did we get here? And where are we going? This book takes us on an exhilarating journey through the revolution in data analysis following the introduction of electronic computation in the 1950s. Beginning with classical inferential theories - Bayesian, frequentist, Fisherian - individual chapters take up a series of influential topics: survival analysis, logistic regression, empirical Bayes, the jackknife and bootstrap, random forests, neural networks, Markov chain Monte Carlo, inference after model selection, and dozens more. The distinctly modern approach integrates methodology and algorithms with statistical inference. The book ends with speculation on the future direction of statistics and data science.
Автор: Quagliariello Название: Stress-testing the Banking System ISBN: 052176730X ISBN-13(EAN): 9780521767309 Издательство: Cambridge Academ Рейтинг: Цена: 22810.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Many observers have pointed out that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the current financial crisis. This book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies.
Автор: J. Short Название: Stress Testing the USA ISBN: 1349460141 ISBN-13(EAN): 9781349460144 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this volume, the USA is treated as a system that has been stress-tested by four unique events: the War on Terror, Hurricane Katrina, the Financial Meltdown that led to the Great Recession and the Giant Oil Spill. The author uses stress-testing to identify weaknesses within the "system," and examine the response to disaster.
Описание: This SpringerBrief discusses the determination and classification of the ambient temperature corrosion and stress corrosion properties of aerospace structural alloys, with emphasis on (1) aluminium alloys, modern (3rd generation) aluminium-lithium alloys, stainless steels and titanium alloys and (2) some of the issues involved.
Автор: Bellini, Tiziano Название: Stress Testing and Risk Integration in Banks ISBN: 0128035900 ISBN-13(EAN): 9780128035900 Издательство: Elsevier Science Рейтинг: Цена: 11957.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to highlight the key issues that a risk manager needs to face. A multi-national bank prototype is used all over the book for diving into market, credit, and operational stress testing.
Interest rate, liquidity and other major risks are also studied together with the former to outline how to implement a fully integrated risk management toolkit. Examples, business cases, and exercises worked in Matlab and R facilitate readers to develop their own models and methodologies.
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