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Verlag: Cengage Learning, 2003
ISBN 10: 0324163827ISBN 13: 9780324163827
Anbieter: Better World Books, Mishawaka, IN, USA
Buch
Zustand: Good. 3rd. Used book that is in clean, average condition without any missing pages.
Verlag: Cengage South-Western, 2000
ISBN 10: 0324023936ISBN 13: 9780324023930
Anbieter: Better World Books, Mishawaka, IN, USA
Buch
Zustand: Very Good. 2nd. Used book that is in excellent condition. May show signs of wear or have minor defects.
Verlag: Princeton University Press, 1999
ISBN 10: 0691012180ISBN 13: 9780691012186
Anbieter: Better World Books, Mishawaka, IN, USA
Buch
Zustand: Very Good. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects.
Verlag: South-Western 02 S, 1997
ISBN 10: 0538862440ISBN 13: 9780538862448
Anbieter: AwesomeBooks, Wallingford, Vereinigtes Königreich
Buch
Paperback. Zustand: Very Good. Elements of Forecasting This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .
Verlag: South-Western Pub, 2007
ISBN 10: 0324359047ISBN 13: 9780324359046
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Buch
Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780324359046.
Verlag: Thomson, 2007
ISBN 10: 0324359047ISBN 13: 9780324359046
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Buch
Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780324359046.
Verlag: Thomson, 2007
ISBN 10: 0324359047ISBN 13: 9780324359046
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Buch
Zustand: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780324359046.
Verlag: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Anbieter: Antiquariat Bookfarm, Löbnitz, Deutschland
Buch
Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD conditon, some traces of use. MIa 589 3540189661 Sprache: Englisch Gewicht in Gramm: 550.
Verlag: Springer Berlin Heidelberg, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a 'naive' random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of seven major dollar exchange rates using nonstructural time-series methods. The Meese-Rogoff finding does not mean that exchange rates evolve as random walks; rather it simply means that the random walk is a better stochastic approximation than any of their other candidate models. In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation). This result is consistent with efficient asset markets, and provides an explanation for the Meese-Rogoff results. Far more subtle forces are at work, however, which lead to interesting econometric problems and have implications for the measurement of exchange rate volatility and moment structure. It is shown that all exchange rates display substantial conditional heteroskedasticity. A particularly reasonable parameterization of this conditional heteroskedasticity, which captures the observed clustering of prediction error variances, is developed in Chapter 2.
Verlag: Princeton University Press, United States, New Jersey, 2010
ISBN 10: 0691128839ISBN 13: 9780691128832
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Buch
Paperback. Zustand: Very Good. A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk managers, executives, and regulators. This book introduces a more realistic and holistic framework called KuU --the K nown, the u nknown, and the U nknowable--that enables one to conceptualize the different kinds of financial risks and design effective strategies for managing them. Bringing together contributions by leaders in finance and economics, this book pushes toward robustifying policies, portfolios, contracts, and organizations to a wide variety of KuU risks. Along the way, the strengths and limitations of "quantitative" risk management are revealed. In addition to the editors, the contributors are Ashok Bardhan, Dan Borge, Charles N. Bralver, Riccardo Colacito, Robert H. Edelstein, Robert F. Engle, Charles A. E. Goodhart, Clive W. J. Granger, Paul R. Kleindorfer, Donald L. Kohn, Howard Kunreuther, Andrew Kuritzkes, Robert H. Litzenberger, Benoit B. Mandelbrot, David M. Modest, Alex Muermann, Mark V. Pauly, Til Schuermann, Kenneth E. Scott, Nassim Nicholas Taleb, and Richard J. Zeckhauser. * Introduces a new risk-management paradigm * Features contributions by leaders in finance and economics * Demonstrates how "killer risks" are often more economic than statistical, and crucially linked to incentives * Shows how to invest and design policies amid financial uncertainty. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Verlag: Princeton University Press 2013-01-15, Princeton, 2013
ISBN 10: 0691146802ISBN 13: 9780691146805
Anbieter: Blackwell's, London, Vereinigtes Königreich
Buch
hardback. Zustand: New. Language: ENG.
Verlag: Princeton University Press 2010-05-21, Princeton, N.J. |Oxford, 2010
ISBN 10: 0691128839ISBN 13: 9780691128832
Anbieter: Blackwell's, London, Vereinigtes Königreich
Buch
hardback. Zustand: New. Language: ENG.
Verlag: PRINCETON UNIV PR, 2010
ISBN 10: 0691128839ISBN 13: 9780691128832
Anbieter: moluna, Greven, Deutschland
Buch
Zustand: New. Introduces a more realistic and holistic framework called KuU - the Known, the unknown, and the Unknowable - that enables one to conceptualize the different kinds of financial risks and design effective strategies for managing them.Über den Aut.