Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007, ISBN: 9780470029787
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Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007, ISBN: 9780470029787
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Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… Más…
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Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007, ISBN: 9780470029787
Pasta dura
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… Más…
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Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007, ISBN: 9780470029787
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Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 1.49 kg, Verkaufsrang: 1987517, Risikomanagement, Kost… Más…
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Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007, ISBN: 9780470029787
Pasta dura
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 1.49 kg, Verkaufsrang: 1987517, Risikomanagement, Kost… Más…
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Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007, ISBN: 9780470029787
Pasta dura
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… Más…
Sironi, Andrea, Resti, Andrea:
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición2007, ISBN: 9780470029787
Pasta dura
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… Más…
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007
ISBN: 9780470029787
Pasta dura
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… Más…
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007, ISBN: 9780470029787
Pasta dura
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 1.49 kg, Verkaufsrang: 1987517, Risikomanagement, Kost… Más…
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - Primera edición
2007, ISBN: 9780470029787
Pasta dura
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 1.49 kg, Verkaufsrang: 1987517, Risikomanagement, Kost… Más…
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Detalles del libro - Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series)
EAN (ISBN-13): 9780470029787
ISBN (ISBN-10): 0470029781
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Año de publicación: 2007
Editorial: Wiley
808 Páginas
Peso: 1,480 kg
Idioma: eng/Englisch
Libro en la base de datos desde 2007-05-01T17:25:41+02:00 (Madrid)
Página de detalles modificada por última vez el 2024-02-04T16:42:18+01:00 (Madrid)
ISBN/EAN: 0470029781
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Autor del libro: sironi, andrea
Título del libro: measurement, shareholder value banking, models, poli, value risk bank capital management, risk management shareholders value banking, management series, management model, the value risk, value and capital
Datos del la editorial
Autor: Andrea Sironi; Andrea Resti
Título: Wiley Finance Series; Risk Management and Shareholders' Value in Banking - From Risk Measurement Models to Capital Allocation Policies
Editorial: Wiley; John Wiley & Sons
808 Páginas
Año de publicación: 2007-04-04
Peso: 1,532 kg
Idioma: Inglés
83,90 € (DE)
Not available (reason unspecified)
185mm x 250mm x 48mm
BB; Hardcover, Softcover / Sachbücher/Politik, Gesellschaft, Wirtschaft/Geld, Bank, Börse; Finanzenwesen und Finanzindustrie; Finance & Investments; Finanz- u. Anlagewesen; Institutional & Corporate Finance; Institutionelle Finanzplanung; Institutionelle Finanzplanung
Foreword. Motivation and Scope of this Book: A Quick Guided Tour. PART I INTEREST RATE RISK. Introduction to Part I. 1 The Repricing Gap Model. Selected Questions and Exercises. Appendix 1A The Term Structure of Interest Rates. Appendix 1B Forward Rates. 2 The Duration Gap Model. Selected Questions and Exercises. Appendix 2A The Limits of Duration. 3 Models Based on Cash-Flow Mapping. Selected Questions and Exercises. Appendix 3A Estimating the Zero-coupon Curve. 4 Internal Transfer Rates. Selected Questions and Exercises. Appendix 4A Derivative Contracts on Interest Rates. PART II MARKET RISKS. Introduction to Part II. 5 The Variance-Covariance Approach. Selected Questions and Exercises. Appendix 5A Stockmarket Betas. 6 Volatility Estimation Models. Selected Questions and Exercises. 7 Simulation Models. variance-covariance approach. Selected Questions and Exercises. 8 Evaluating VaR Models. Selected Questions and Exercises. Appendix 8A VaR Model Backtesting According to the Basel Committee. 9 VaR Models: Summary, Applications and Limitations. Selected Questions and Exercises. Appendix 9A Extreme Value Theory. PART III CREDIT RISK. Introduction to Part III. 10 Credit-Scoring Models. Selected Questions and Exercises. Appendix 10A The Estimation of the Gamma Coefficients in Linear. Discriminant Analysis. 11 Capital Market Models. bond spreads. Selected Questions and Exercises. Appendix 11A Calculating the Fair Spread on a Loan. Appendix 11B Real and Risk-Neutral Probabilities of Default. 12 LGD and Recovery Risk. Selected Questions and Exercises. Appendix 12A The Relationship Between PD and RR in the Merton Model. 13 Rating Systems. Selected Questions and Exercises. 14 Portfolio Models. default risk. Selected Questions and Exercises. Appendix 14A Asset Correlation Versus Default Correlation. 15 Some Applications of Credit Risk Measurement Models. Selected Questions and Exercises. Appendix 15A Credit Risk Transfer Tools. 16 Counterparty Risk on OTC Derivatives. PART IV OPERATIONAL RISK. Introduction to Part IV. 17 Operational Risk: Definition, Measurement and Management. Selected Questions and Exercises. Appendix 17A OR Measurement and EVT. PART V REGULATORY CAPITAL REQUIREMENTS. Introduction to Part V. 18 The 1988 Capital Accord. Selected Questions and Exercises. Appendix 18A The Basel Committee. 19 The Capital Requirements for Market Risks. Selected Questions and Answers. Appendix 19A Capital requirements Related to Settlement, Counterparty and Concentration Risks. 20 The New Basel Accord. Selected Questions and Exercises. 21 Capital Requirements on Operational Risk. Selected Questions and Exercises. PART VI CAPITAL MANAGEMENT AND VALUE CREATION. Introduction to Part VI. 22 Capital Management. performance measurement. Selected Questions and Exercises. 23 Capital Allocation. Selected Questions and Exercises. Appendix 23A The Correlation Approach. Appendix 23B The Virtual nature of Capital Allocation. 24 Cost of Capital and Value Creation. Selected Questions and Exercises. Bibliography. Index.Más, otros libros, que pueden ser muy parecidos a este:
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