Isbn: 9780471350842 - credit risk measurement: new approaches to value-at-risk and other paradigms (frontiers in finance series) (16 Ergebnisse)

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Zustand: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.

Zustand: Very Good. 1st Edition. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. …

gebundene Ausgabe. Zustand: Gut. 226 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 495.

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 pen & pencil markings. In poor condition, suitable as a reading copy. Dust jacket in poor condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780471350842.…

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. 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,600grams, ISBN:9780471350842.

Hardcover. Zustand: Very Good. Zustand des Schutzumschlags: Very Good. First Edition. Tight, Bright with only slight edge wear.(see picture).

Zustand: Good. : Este libro trata sobre la medición del riesgo crediticio y presenta nuevos enfoques para el valor en riesgo y otros paradigmas. Anthony Saunders invita a un público más amplio al debate, simplificando muchos de los detalles técnicos y análisis que rodean los modelos internos, concentrándose en su economía subyacente e intuición económica. El autor examina los enfoques de estos nuevos modelos para la evaluación del riesgo crediticio del prestatario individual, el riesgo crediticio de la cartera y los contratos derivados. Con su cobertura integral, resumen y comparación de nuevos enfoques de modelos internos junto con explicaciones claras de material a menudo complejo, este libro es un recurso indispensable para banqueros, académicos y estudiantes, economistas y reguladores. EAN: 9780471350842 Tipo: Libros Categoría: Negocios y Economía Título: Credit Risk Measurement Autor: Anthony Saunders Editorial: Wiley Idioma: en Páginas: 240 Formato: tapa dura. …

Zustand: Sehr gut - gebraucht. Gebundene Ausgabe Sehr guter Zustand, ohne Namenseintrag, Original-Schutzumschlag Zustand: 6, Sehr gut - gebraucht, Gebundene Ausgabe John Wiley & Sons, Inc , 1999 , Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, Anthony Saunders.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. pp. 240.

Zustand: New. In English.

Hardcover. Zustand: Brand New. 1st edition. 240 pages. 9.34x6.26x0.92 inches. In Stock.

Zustand: New. Addressing one of the hottest topics in finance today, this groundbreaking book offers an up-to-date overview of the latest credit market and financial innovations. Num Pages: 240 pages, Illustrations. BIC Classification: KFFK; KFFL. Category: (P) Professional & Vocational. Dimension: 231 x 163 x 21. Weight in Grams: 510. . 1999. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Zustand: New. ANTHONY SAUNDERS is the John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors and .

Buch. Zustand: Neu. Neuware - The single most important topic in finance today is the art and science of credit risk management. Growing dissatisfaction with traditional credit risk measurement methods has combined with regulations imposed by the Bank for International Settlements (BIS) in 1993 to send numerous financial institutions in search of alternative 'internal model' approaches to measuring the credit risk of a loan or portfolio of loans. This has led to a raging debate over whether internal models can replace regulatory models, and which areas of credit risk measurement and management are most amenable to internal models. Much of this highly technical debate, however, has been inaccessible to the interested practitioner, student, economist, or regulator-until now. In Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, Anthony Saunders invites a wider audience into the debate. Simplifying many of the technical details and analytics surrounding internal models, he concentrates on their underlying economics and economic intuition. Professor Saunders examines the approaches of these new models to the evaluation of individual borrower credit risk, portfolio credit risk, and derivative contracts. The alternative models explored include: \* Loans as options and the KMV model \* The VAR approach: J. P. Morgan's CreditMetrics and other models \* The macro simulation approach: the McKinsey and other models \* The risk-neutral valuation approach: KPMG's Loan Analysis System (LAS) and other models \* The insurance approach: mortality models and CSFP credit risk plus model \* Back testing and stress testing credit risk models \* RAROC models With its comprehensive coverage, summary, and comparison of new internal model approaches along with clear explanations of often complex material, Credit Risk Measurement is an indispensable resource for bankers, academics and students, economists, and regulators.; In den letzten Jahren haben Banken, Wissenschaftler und Kontrollinstanzen viel Zeit und Mühe in die Entwicklung neuer Ansätze zu Risikomessung und -management investiert. Kreditrisikomanagement - aktuell ein brandheißes Thema in der Finanzwelt - ist das Ergebnis einer aggressiven Entwicklung neuer Techniken. Der Autor, Herausgeber von zwei Fachzeitschriften, hat einen aktuellen Überblick über viele dieser neuen Kreditrisikomodelle zusammengestellt, wobei der Schwerpunkt auf der technischen Seite liegt. (07/99).…