Risk Assessment : Decisions in Banking and Finance
Softcover reprint of hardcover 1st ed. 2009
Book Details
Format
Paperback / Softback
Book Series
Contributions to Economics
ISBN-10
3790825573
ISBN-13
9783790825572
Edition
Softcover reprint of hardcover 1st ed. 2009
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint
Physica-Verlag GmbH & Co
Country of Manufacture
DE
Country of Publication
GB
Publication Date
Oct 19th, 2010
Print length
286 Pages
Product Classification:
FinanceFinance and the finance industryApplied mathematics
Ksh 23,650.00
Werezi Extended Catalogue
0 in stock
Delivery Location
Delivery fee: Select location
Secure
Quality
Fast
New developments in assessing and managing risk are discussed in this volume. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management.
Automotive Finance: The Case for an Industry-Specific Approach to Risk Management.- Evidence on Time-Varying Factor Models for Equity Portfolio Construction.- Time Dependent Relative Risk Aversion.- Portfolio Selection with Common Correlation Mixture Models.- A New Tempered Stable Distribution and Its Application to Finance.- Estimation of ?-Stable Sub-Gaussian Distributions for Asset Returns.- Risk Measures for Portfolio Vectors and Allocation of Risks.- The Road to Hedge Fund Replication: The Very First Steps.- Asset Securitisation as a Profits Management Instrument.- Recent Advances in Credit Risk Management.- Stable ETL Optimal Portfolios and Extreme Risk Management.- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.
Get Risk Assessment by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG and it has pages.
