Risk Assessment Decisions in Banking and Finance /

New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measur...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Bol, Georg (Editor ), Rachev, Svetlozar T. (Editor ), Würth, Reinhold (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2009.
Edición:1st ed. 2009.
Colección:Contributions to Economics,
Temas:
Finance.
Social sciences-Mathematics.
Financial Economics.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo

MARC

LEADER 00000nam a22000005i 4500
001 978-3-7908-2050-8
003 DE-He213
005 20220119005946.0
007 cr nn 008mamaa
008 100301s2009 gw | s |||| 0|eng d
020 |a 9783790820508  |9 978-3-7908-2050-8 
024 7 |a 10.1007/978-3-7908-2050-8  |2 doi 
050 4 |a HG1-9999 
072 7 |a KFF  |2 bicssc 
072 7 |a BUS027000  |2 bisacsh 
072 7 |a KFF  |2 thema 
082 0 4 |a 332  |2 23 
245 1 0 |a Risk Assessment  |h [electronic resource] :  |b Decisions in Banking and Finance /  |c edited by Georg Bol, Svetlozar T. Rachev, Reinhold Würth. 
250 |a 1st ed. 2009. 
264 1 |a Heidelberg :  |b Physica-Verlag HD :  |b Imprint: Physica,  |c 2009. 
300 |a VIII, 286 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Contributions to Economics,  |x 2197-7178 
505 0 |a 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. 
520 |a New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. 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. The volume provides an overview of recent developments as well as future trends in the area of risk assessment. 
650 0 |a Finance. 
650 0 |a Social sciences-Mathematics. 
650 1 4 |a Financial Economics. 
650 2 4 |a Mathematics in Business, Economics and Finance. 
700 1 |a Bol, Georg.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Rachev, Svetlozar T.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Würth, Reinhold.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783790825572 
776 0 8 |i Printed edition:  |z 9783790823134 
776 0 8 |i Printed edition:  |z 9783790820492 
830 0 |a Contributions to Economics,  |x 2197-7178 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-3-7908-2050-8  |z Texto Completo 
912 |a ZDB-2-SBE 
912 |a ZDB-2-SXEF 
950 |a Business and Economics (SpringerNature-11643) 
950 |a Economics and Finance (R0) (SpringerNature-43720) 

Ejemplares similares