Bolder david jamieson (27 Ergebnisse)

paperback. Zustand: Fine.

Zustand: Gut. Springer-Verlag, Auflage 2015, Hardcover, fast wie neu, h4.

Zustand: New. In English.

Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Hardcover. Zustand: Gut. 571 pp. Cover with slight signs of wear, very well preserved inside 381 Sprache: Englisch Gewicht in Gramm: 1036.

Gebundene Ausgabe. Zustand: Sehr gut. Gebraucht - Sehr gut SG - Ungelesenes Mängelexemplar, gestempelt, mit leichten Lagerspuren - The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical and statistical discussion of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story. Through use of exhaustive practical examples and extensive code illustrations in the Python programming language, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline.…

Zustand: New. In English.

Zustand: New. In English.

hardcover. Zustand: Gut. 719 Seiten; 9783319946870.3 Gewicht in Gramm: 2.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical and statistical discussion of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story. Through use of exhaustive practical examples and extensive code illustrations in the Python programming language, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline.…

Zustand: New. In English.

Paperback. Zustand: Brand New. reprint edition. 574 pages. 9.25x6.10x1.34 inches. In Stock.

Taschenbuch. Zustand: Neu. Credit-Risk Modelling | Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python | David Jamieson Bolder | Taschenbuch | xxxv | Englisch | 2019 | Springer | EAN 9783030069001 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Taschenbuch. Zustand: Neu. Fixed-Income Portfolio Analytics | A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios | David Jamieson Bolder | Taschenbuch | xxvii | Englisch | 2016 | Springer | EAN 9783319365442 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Zustand: New. In English.

Zustand: New. In English.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.…

Taschenbuch. Zustand: Neu. Modelling Economic Capital | Practical Credit-Risk Methodologies, Applications, and Implementation Details | David Jamieson Bolder | Taschenbuch | Contributions to Finance and Accounting | xxxi | Englisch | 2023 | Springer | EAN 9783030950989 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical and statistical discussion of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story. Through use of exhaustive practical examples and extensive code illustrations in the Python programming language, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline.…

Hardcover. Zustand: Brand New. 490 pages. 9.25x6.25x1.50 inches. In Stock.

Paperback. Zustand: Brand New. 9.25x6.10 inches. In Stock.

Hardcover. Zustand: Brand New. 684 pages. 9.75x6.50x1.75 inches. In Stock.

Zustand: Very Good.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - How might one determine if a financial institution is taking risk in a balanced and productive manner A powerful tool to address this question is economic capital, which is a model-based measure of the amount of equity that an entity must hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk dimension, pragmatically explores real-world economic-capital methodologies and applications. It begins with the thorny practical issues surrounding the construction of an (industrial-strength) credit-risk economic-capital model, defensibly determining its parameters, and ensuring its efficient implementation. It then broadens its gaze to examine various critical applications and extensions of economic capital; these include loan pricing, the computation of loan impairments, and stress testing. Along the way, typically working from first principles, various possible modelling choices and related concepts are examined. The end resultis a useful reference for students and practitioners wishing to learn more about a centrally important financial-management device.…

Zustand: gut. 2015. Fixed-Income Portfolio Analytics: A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios In deutscher Sprache. pages.

Zustand: gut. 2018. Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python In deutscher Sprache. pages.