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130329s2013 nyu ob 001 0 eng |
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|a 9781626185234
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|a 332.1068/1
|2 23
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|a UAMI
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|a Computational techniques for banking and risk management /
|c C. Zopounidis and M. Doumpos, editors.
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264 |
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|a [Hauppauge], New York :
|b Nova Publishers,
|c [2013]
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|a 1 online resource
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|a text
|b txt
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|a online resource
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490 |
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|a Studies in financial optimization and risk management
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|a Includes bibliographical references and index.
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|a Print version record.
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|a PREFACE ; Chapter 1 A CONTROL SYSTEMS APPROACH FOR CREDIT RISK SIMULATION AND CONTROL OF A LOAN PORTFOLIO ; ABSTRACT ; INTRODUCTION ; STUDY OF THE MODEL BASED ON THE LOAN CLASSIFICATION BY REPAYMENT STATUS ; Model Description ; Model Identification ; System Stability and Steady State Values ; Simulation Results ; STUDY OF THE MODEL BASED ON THE LOAN CLASSIFICATION BY RATING ; Model Description ; Model Identification ; Definition and Solution of the Open Loop Optimal Control Problem ; Open Loop Solution -- Case Study ; CONCLUSION ; REFERENCES.
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|a Chapter 2 MONEY LAUNDERING (ML) POLICIES IN THE GREEK BANKING SECTOR AND PERSPECTIVES RELATED TO AN EFFECTIVE CONFRONTATION FRAMEWORK ABSTRACT ; 1. INTRODUCTION ; 2. DETERMINATION OF THE PROBLEM OF MONEY LAUNDERING AND THE INTERNATIONAL EXPERIENCE ; 3. METHODOLOGY ; 4. ML FRAMEWORK ; 4.1. Definition of ML ; 4.2. The Implications of ML PHenomenon ; 4.3. ML Stages ; Stage L: The stage of "placement" ; Stage LI: The stage of "layering" ; Stage LII: The stage of "integration" ; 4.4. ML Sources ; 4.5. Off-Shore Companies and ML; 5. AWARENESS AGAINST MLPHENOMENON.
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|a 6. APPLICATION OF THE POLICIES AGAINST MLIN THE GREEK BANKING SECTOR 6.1. The Greek Regulatory Framework against ML; 6.2. Enrollment of the Greek Regulatory Framework against ML: The Case of "Piraeus Bank" ; 6.3. Investigations on the Spot and Sanctions Enforced from Bank of Greece ; CONCLUSION ; The Erosive Influence of Organized Crime to the Society ; International Economy and ML ; General Conclusion-the Greek Case ; REFERENCES ; Other Relevant References ; Web Resources ; Chapter 3 ON THE NELSON-SIEGEL AND GAMTAUX YIELD CURVE MODELS ; ABSTRACT ; 1. INTRODUCTION ; 2. YIELD CURVES.
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|a 3. PARSIMONIOUS METHODS 3.1. The Nelson-Siegel Method ; 3.2. The Extended Nelson-Siegel Method ; 3.3. The Gamtaux Method ; 3.4. The Extended Gamtaux Method ; 3.5. Parameter Estimation; 4. RESULTS ; CONCLUSION ; REFERENCES ; Chapter 4 MEAN VARIANCE PORTFOLIO SELECTION SUBJECT TO VALUE-AT-RISK CONSTRAINTS APPLIED TO REAL STOCK MARKET DATA ; ABSTRACT ; 1. INTRODUCTION; 2. THEORETICAL REVIEW OF THE INTERACTION BETWEEN THE VAR AND THE MEAN-VARIANCE MODEL ; 3. COMPUTATIONAL STUDY WITH REAL STOCKMARKET DATA INPUTS ; 3.1. Data and Optimization Tool Description ; 3.2. Results.
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|a 3.2.1. Efficient Frontier 3.2.2. Sensitivity to Value Change ; 3.2.3. Sensitivity to Alpha Value Change ; 3.2.4. Tangent Portfolio ; CONCLUSION ; REFERENCES ; Chapter 5 EVALUATION OF BANK EFFICIENCY WITH THE DEA APPROACH: A COMPARISON OF EUROPEAN COMMERCIAL BANKS ; ABSTRACT ; 1. INTRODUCTION ; Financial Institutions in the Light of the Financial Crisis ; Evaluating Bank Efficiency ; 2. LITERATURE REVIEW ; Introduction and Background ; The Measuring of Efficiency in Banking Sector -- Empirical Studies ; 3. DATA AND METHODOLOGY ; Data Envelopment Analysis ; Data and Variables.
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|a eBooks on EBSCOhost
|b EBSCO eBook Subscription Academic Collection - Worldwide
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650 |
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|a Bank management
|x Mathematical models.
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650 |
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|a Banks and banking
|x Mathematical models.
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650 |
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|a Financial risk
|x Mathematical models.
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650 |
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|a Decision making
|x Mathematical models.
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650 |
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|a Banques
|x Gestion
|x Modèles mathématiques.
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650 |
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|a Risque financier
|x Modèles mathématiques.
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650 |
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6 |
|a Prise de décision
|x Modèles mathématiques.
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650 |
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7 |
|a BUSINESS & ECONOMICS
|x Banks & Banking.
|2 bisacsh
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650 |
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7 |
|a Bank management
|x Mathematical models.
|2 fast
|0 (OCoLC)fst00826739
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650 |
|
7 |
|a Banks and banking
|x Mathematical models.
|2 fast
|0 (OCoLC)fst00826951
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650 |
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7 |
|a Decision making
|x Mathematical models.
|2 fast
|0 (OCoLC)fst00889048
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700 |
1 |
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|a Zopounidis, Constantin,
|e editor.
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700 |
1 |
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|a Doumpos, Michael,
|e editor.
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776 |
0 |
8 |
|i Print version:
|t Computational techniques for banking and risk management.
|d [Hauppauge], New York : Nova Publishers, [2013]
|z 9781626185227
|w (DLC) 2013011837
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830 |
|
0 |
|a Studies in financial optimization and risk management.
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856 |
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0 |
|u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=620134
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