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Risk Assessment: Decisions in Banking and Finance

Risk Assessment: Decisions in Banking and Finance

Paperback

Series: Contributions to Economics

Investing & FinanceGeneral Mathematics

ISBN10: 3790825573
ISBN13: 9783790825572
Publisher: Physica-Verlag
Published: Oct 19 2010
Pages: 286
Weight: 0.92
Height: 0.62 Width: 6.14 Depth: 9.21
Language: English
Automotive Finance: The Case for an Industry-Specific Approach to Risk Management.- Evidence on Time-Varying Factor Models for Equity Portfolio Construction.- Time Dependent Relative Risk Aversion.- Portfolio Selection with Common Correlation Mixture Models.- A New Tempered Stable Distribution and Its Application to Finance.- Estimation of ?-Stable Sub-Gaussian Distributions for Asset Returns.- Risk Measures for Portfolio Vectors and Allocation of Risks.- The Road to Hedge Fund Replication: The Very First Steps.- Asset Securitisation as a Profits Management Instrument.- Recent Advances in Credit Risk Management.- Stable ETL Optimal Portfolios and Extreme Risk Management.- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.

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