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Verlag: Princeton University Press, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Sprache: Englisch
Verlag: Princeton University Press, 2007
ISBN 10: 0691120668 ISBN 13: 9780691120669
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Sprache: Englisch
Verlag: Princeton University Press, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Sprache: Englisch
Verlag: Princeton University Press, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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ISBN 10: 0691088721 ISBN 13: 9780691088723
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Sprache: Englisch
Verlag: Princeton University Press, 2022
ISBN 10: 0691242364 ISBN 13: 9780691242361
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Verlag: Princeton University Press, 2001
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Sprache: Englisch
Verlag: Princeton University Press, 2001
ISBN 10: 0691088721 ISBN 13: 9780691088723
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Sprache: Englisch
Verlag: Princeton University Press, US, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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In den WarenkorbPaperback. Zustand: New. The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individual Risk is the first book to provide a complete econometric methodology for quantifying and managing this underappreciated but important variety of risk. The book presents a course in the econometric theory of individual risk illustrated by empirical examples. And, unlike other texts, it is focused entirely on solving the actual individual risk problems businesses confront today. Christian Gourieroux and Joann Jasiak emphasize the microeconometric aspect of risk analysis by extensively discussing practical problems such as retail credit scoring, credit card transaction dynamics, and profit maximization in promotional mailing. They address regulatory issues in sections on computing the minimum capital reserve for coverage of potential losses, and on the credit-risk measure CreditVar.The book will interest graduate students in economics, business, finance, and actuarial studies, as well as actuaries and financial analysts.
Sprache: Englisch
Verlag: Princeton University Press, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Sprache: Englisch
Verlag: Princeton University Press, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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In den WarenkorbZustand: New. pp. 256.
Sprache: Englisch
Verlag: Princeton University Press, US, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Paperback. Zustand: New. The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individual Risk is the first book to provide a complete econometric methodology for quantifying and managing this underappreciated but important variety of risk. The book presents a course in the econometric theory of individual risk illustrated by empirical examples. And, unlike other texts, it is focused entirely on solving the actual individual risk problems businesses confront today. Christian Gourieroux and Joann Jasiak emphasize the microeconometric aspect of risk analysis by extensively discussing practical problems such as retail credit scoring, credit card transaction dynamics, and profit maximization in promotional mailing. They address regulatory issues in sections on computing the minimum capital reserve for coverage of potential losses, and on the credit-risk measure CreditVar.The book will interest graduate students in economics, business, finance, and actuarial studies, as well as actuaries and financial analysts.
Sprache: Englisch
Verlag: Princeton University Press, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Verlag: Princeton University Press, 2007
ISBN 10: 0691120668 ISBN 13: 9780691120669
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ISBN 10: 0691168210 ISBN 13: 9780691168210
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Sprache: Englisch
Verlag: Princeton University Press, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Sprache: Englisch
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ISBN 10: 0691168210 ISBN 13: 9780691168210
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Sprache: Englisch
Verlag: Princeton University Press, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Sprache: Englisch
Verlag: Princeton University Press, 2022
ISBN 10: 0691242364 ISBN 13: 9780691242361
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ISBN 10: 0691242364 ISBN 13: 9780691242361
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In den WarenkorbPaperback. Zustand: Brand New. reprint edition. 241 pages. 9.50x6.50x0.50 inches. In Stock.
Sprache: Englisch
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ISBN 10: 0691242364 ISBN 13: 9780691242361
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Sprache: Englisch
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ISBN 10: 0691168210 ISBN 13: 9780691168210
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In den WarenkorbZustand: New. Über den AutorChristian Gourieroux is Director of the Laboratory for Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris, and Professor at the University of Toronto. He is the coautho.
Sprache: Englisch
Verlag: Princeton University Press, US, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
Anbieter: Rarewaves USA United, OSWEGO, IL, USA
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In den WarenkorbPaperback. Zustand: New. The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individual Risk is the first book to provide a complete econometric methodology for quantifying and managing this underappreciated but important variety of risk. The book presents a course in the econometric theory of individual risk illustrated by empirical examples. And, unlike other texts, it is focused entirely on solving the actual individual risk problems businesses confront today. Christian Gourieroux and Joann Jasiak emphasize the microeconometric aspect of risk analysis by extensively discussing practical problems such as retail credit scoring, credit card transaction dynamics, and profit maximization in promotional mailing. They address regulatory issues in sections on computing the minimum capital reserve for coverage of potential losses, and on the credit-risk measure CreditVar.The book will interest graduate students in economics, business, finance, and actuarial studies, as well as actuaries and financial analysts.
Sprache: Englisch
Verlag: Princeton University Press, Princeton (New Jersey), 2007
ISBN 10: 0691120668 ISBN 13: 9780691120669
Anbieter: MARCIAL PONS LIBRERO, MADRID, M, Spanien
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Sprache: Englisch
Verlag: Princeton University Press, US, 2015
ISBN 10: 0691168210 ISBN 13: 9780691168210
Anbieter: Rarewaves.com UK, London, Vereinigtes Königreich
EUR 51,71
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In den WarenkorbPaperback. Zustand: New. The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individual Risk is the first book to provide a complete econometric methodology for quantifying and managing this underappreciated but important variety of risk. The book presents a course in the econometric theory of individual risk illustrated by empirical examples. And, unlike other texts, it is focused entirely on solving the actual individual risk problems businesses confront today. Christian Gourieroux and Joann Jasiak emphasize the microeconometric aspect of risk analysis by extensively discussing practical problems such as retail credit scoring, credit card transaction dynamics, and profit maximization in promotional mailing. They address regulatory issues in sections on computing the minimum capital reserve for coverage of potential losses, and on the credit-risk measure CreditVar.The book will interest graduate students in economics, business, finance, and actuarial studies, as well as actuaries and financial analysts.
Sprache: Englisch
Verlag: Princeton University Press, 2023
ISBN 10: 0691242364 ISBN 13: 9780691242361
Anbieter: moluna, Greven, Deutschland
Kartoniert / Broschiert. Zustand: New. Über den AutorChristian Gourieroux and Joann JasiakKlappentextFinancial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with struc.