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Computational techniques for banking and risk management /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Zopounidis, Constantin (Editor ), Doumpos, Michael (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Hauppauge], New York : Nova Publishers, [2013]
Colección:Studies in financial optimization and risk management.
Temas:
Acceso en línea:Texto completo

MARC

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245 0 0 |a Computational techniques for banking and risk management /  |c C. Zopounidis and M. Doumpos, editors. 
264 1 |a [Hauppauge], New York :  |b Nova Publishers,  |c [2013] 
300 |a 1 online resource 
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490 1 |a Studies in financial optimization and risk management 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
505 0 |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. 
505 8 |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. 
505 8 |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. 
505 8 |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. 
505 8 |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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650 0 |a Bank management  |x Mathematical models. 
650 0 |a Banks and banking  |x Mathematical models. 
650 0 |a Financial risk  |x Mathematical models. 
650 0 |a Decision making  |x Mathematical models. 
650 6 |a Banques  |x Gestion  |x Modèles mathématiques. 
650 6 |a Risque financier  |x Modèles mathématiques. 
650 6 |a Prise de décision  |x Modèles mathématiques. 
650 7 |a BUSINESS & ECONOMICS  |x Banks & Banking.  |2 bisacsh 
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650 7 |a Banks and banking  |x Mathematical models.  |2 fast  |0 (OCoLC)fst00826951 
650 7 |a Decision making  |x Mathematical models.  |2 fast  |0 (OCoLC)fst00889048 
700 1 |a Zopounidis, Constantin,  |e editor. 
700 1 |a Doumpos, Michael,  |e editor. 
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 
830 0 |a Studies in financial optimization and risk management. 
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