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Continued part 1, part 2 of ebook "Statistics and data analysis for financial engineering with R examples" provides readers with contents including: time series models basics; time series models further topics; GARCH models; cointegration; portfolio selection; the capital asset pricing model; factor models and principal components; risk management; bayesian data analysis and MCMC; nonparametric regression and splines;...
407 p apd 26/03/2024 10 0
Từ khóa: Statistics and data analysis for financial engineering, Financial engineering, Time series models, GARCH models, Risk management, Bayesian data analysis
Ebook Interest rate risk modeling: The fixed income valuation course
Ebook "Interest rate risk modeling: The fixed income valuation course" covering the following three areas of fixed-income valuation: interest rate risk modeling; term structure modeling; credit risk modeling;...
430 p apd 26/03/2024 12 0
Từ khóa: Interest rate risk modeling, The fixed income valuation course, Interest rate risk, Mathematical models, Fixed-income securities, Key rate duration models, Principal component duration models
Continued part 1, part 2 of ebook "Corporate financial distress and bankruptcy: Predict and avoid bankruptcy, analyze and invest in distressed debt (3rd edition)" provides readers with contents including: techniques for the classification and prediction of corporate financial distress and their applications; corporate credit scoring–insolvency risk models; an emerging market credit scoring system for corporates; application of distress...
124 p apd 27/01/2024 10 0
Từ khóa: Corporate financial distress and bankruptcy, Corporate financial distress, Corporate credit scoring–insolvency risk models, Emerging market credit scoring system, Financial turnaround, Estimating recovery rates
Ebook "Mastering risk modelling: A practical guide to modelling uncertainty with Microsoft® Excel (Second edition)" provides the busy financial manager with useful tips and practical templates for assessing, applying and modelling risk and uncertainty in Excel. The book is designed specifically to be of help to you if you dont have time to start from scratch it will improve your abilities in Excel and give you a library of basic examples that...
409 p apd 27/01/2024 18 0
Từ khóa: Mastering risk modelling, Modelling uncertainty, Microsoft Excel, Equity/debt gearing percentage, Debt service capacity, The balance sheet, Line-by-line examination
Ebook "Modeling risk: Applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques" provides a qualitative and quantitative description of risk, as well as introductions to the methods used in identifying, quantifying, applying, predicting, valuing, hedging, diversifying, and managing risk through rigorous examples of the methods’ applicability in the decision-making process.
623 p apd 27/01/2024 15 0
Từ khóa: Modeling risk, Monte Carlo simulation, Real options analysis, Optimization techniques, Integrated risk analysis framework, Risk evaluation, Test driving risk simulator
Ebook Operational risk: Modeling analytics - Harry H. Panjer
Ebook "Operational risk: Modeling analytics" is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is designed to provide risk analysts with a framework of the mathematical models and methods used in the measurement and modeling of operational risk in both the banking and insurance sectors.
461 p apd 27/01/2024 13 0
Từ khóa: Operational risk, Modeling analytics, The binomial distribution, Compound frequency models, Aggregate loss models, Extreme value theory
Ebook The international handbook of shipping finance: Theory and practice - Part 2
Continued part 1, part 2 of ebook "The international handbook of shipping finance: Theory and practice" provides readers with contents including: key clauses of a shipping loan agreement; legal aspects of ship mortgages; mechanics of handling defaulted shipping loans and the methods of recovery; marine insurance; maritime investment appraisal and budgeting; financial analysis and the modeling of ship investment; maritime business freight risk...
213 p apd 27/12/2023 18 0
Từ khóa: The international handbook of shipping finance, Shipping finance, Shipping loan agreement, Mandatory prepayments, Builders’ risk insurance, Modeling of ship investment, Maritime business freight risk management
Ebook "Corporate governance and contingency theory: A structural equation modeling approach and accounting risk implications" analyzes the determinants and effectiveness of corporate governance in an integrated model drawing on contingency theory and employing structural equation modeling (SEM). Business competition as an environmental factor and strategy as an organizational factor are important determinants of corporate governance, while...
188 p apd 26/12/2023 17 0
Từ khóa: Corporate governance and contingency theory, Corporate governance, Contingency theory, Structural equation modeling, Accounting risk implications, Business strategy, Earnings quality
Ebook Market risk analysis - Volume IV: Value-at-risk models
In ebook "Market risk analysis - Volume IV: Value-at-risk models" theoretical developments may be more rigorous and reach a more advanced level than in many other books, but they always lead to practical applications with numerous examples in interactive Excel spreadsheets.
494 p apd 26/12/2023 8 0
Từ khóa: Market risk analysis, Market risk analysis (Volume 4), Value-at-risk models, Value-at-risk measurement, Parametric linear VaR models, Extreme value distributions
Ebook Frontiers in quantitative finance: Volatility and credit risk modeling
Ebook "Frontiers in quantitative finance: Volatility and credit risk modeling" is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling.
320 p apd 26/12/2023 6 0
Từ khóa: Frontiers in quantitative finance, Quantitative finance, Credit risk modeling, Finance mathematical models, Derivative securities, Mathematical models
Ebook An introduction to market risk measurement: Part 2
Part 2 book "An introduction to market risk measurement" includes content: Incremental and component risks, estimating liquidity risks, backtesting market risk models, stress testing, model risk.
168 p apd 28/10/2023 37 0
Từ khóa: Market risk measurement, Component risks, Estimating liquidity risks, Backtesting market risk models, Stress testing, Model risk
Ebook Risk management in finance: Six sigma and other next-generation techniques - Part 1
Part 1 of ebook "Risk management in finance: Six sigma and other next-generation techniques" provides readers with contents including: data governance in financial risk management; information risk and data quality management; total quality management using lean six sigma; reducing risk to financial operations through information technology and infrastructure risk management; an operational risk management framework for all organizations;...
183 p apd 28/10/2023 33 0
Từ khóa: Risk management in finance, Six sigma techniques, Financial risk management, Data governance maturity model, Data quality management, Managing information risk, Lean six sigma, Infrastructure risk management
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