Pallavicini roberto (24 Ergebnisse)
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Zustand: New. 176 pp., paperback, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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Paperback. Zustand: Very Good. Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series): 512 This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spin…e remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .
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Paperback. Zustand: New. The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, c…laiming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers and limitations of credit models. It would seem that a lack of understanding of these models is the root cause of their failures but until now little analysis had been published on the subject and, when published, it had gained very limited attention. Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modeling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for clarity in the market and academic research environments, this book follows the development of credit derivatives and CDOs at a technical level, analyzing the impact, strengths and weaknesses of methods ranging from the introduction of the Gaussian Copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities at the same time. It also illustrates the implied copula, a method that can consistently account for CDOs with different attachment and detachment points but not for different maturities, and explains why the Gaussian Copula model is still used in its base correlation formulation. The book reports both alarming pre-crisis research and market examples, as well as commentary through history, using data up to the end of 2009, making it an important addition to modern derivatives literature. With banks and regulators struggling to fully analyze at a technical level, many of the flaws in modern financial models, it will be indispensable for quantitative practitioners and academics who want to develop stable and functional models in the future.
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Zustand: New. pp. 176.
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Zustand: As New. Unread book in perfect condition.
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Zustand: New. pp. 176.
- Softcover
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Verlag: Sperling & Kupfer, 1987
Anbieter: Librodifaccia, Alessandria, AL, ItalienLibrodifaccia
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In den WarenkorbZustand: Buone. italiano Condizioni dell'esterno: Buone Condizioni dell'interno: Buone.
Verlag: Euroclub, BERGAMO, 1987
- Hardcover
- Erstausgabe
Anbieter: Biblioteca di Babele, Tarquinia, VT, ItalienBiblioteca di Babele
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Zustand: COME NUOVO USATO. I ED. ITALIANO L'introduzione è di Carlo Sintori. Nella prima pagina il bollino SIAE della prima edizione. La sovraccoperta in cartone è colorata ed ha il bordo leggermente stanco. La copertina in tessuto editoriale è come nuova. Le pagine interne sono in ottime condizioni. Nell'ultime pagine c'è l'ind…ice analitico che non è compreso nella numerazione. Numero delle pagine 460 .
Verlag: Sperling & Kupfer, 1987
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In den WarenkorbZustand: Buone. italiano Condizioni dell'esterno: sovracopertina leggermente logorata Condizioni dell'interno: Macchiate da umidita'.
Verlag: Guanda Editore, Parma, 1967
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In den WarenkorbBrossura. Prima edizione. Adattamento di Roberto Pallavicini, Virginio Puecher, Roberto Sanesi. Piccola Fenice del Teatro Numero di tavole: pp.151 altezza 0 larghezza 0 Esemplare in discrete condizioni. Copertina con leggero ingiallimento, macchie di polvere, pieghe e segni di usura agli angoli, piccolo strappo e mancanza al bor…do superiore della prima di copertina. Pagine e tagli bruniti, con tracce di polvere. Nota di possesso a biro blu sulla pagina di frontespizio. Testo in Lingua Italiana.
Representación del Enrique V. (Basada en la obra de William Shakespeare).
PALLAVICINI (Roberto), PUECHER (Virginio) y SANESI (Roberto).
Verlag: Madrid, Cuadernos para el diálogo (Edicusa), Colección Libros de teatro,, 1969
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In den Warenkorb-10 x 18 cm.- , 123 págs. + 2 hs. Obra basada en la obra de William Shakespeare. Adaptación de Roberto Pallavicini, Virginio Puecher y Roberto Sanesi. Traducción de Manuel Pérez Estremera. (Con firma y fecha/lugar de adquisición del antiguo propietario.).
Verlag: Milano
- Hardcover
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In den WarenkorbLibro vintage. Argomento: Saggi. Autore: Cantaroni Nullo - Pallavicini Roberto. Editore: Sperling & Kupfer. Luogo: Milano. Anno: 1987. Formato: in-16°. Pagg: 460. Legatura: Cartonata. Collana: Informa 56. Conservazione: buona. Dalla bandella: "Leggere questo libro è come salire su uno sputnik e guardare nel cervello degli uomini…, nei laboratori di ricerca e nelle corsie d'ospedale". Titolo impresso sul dorso, piatto muto. Sovraccoperta a colori.
Verlag: Parma, Guanda,, 1967
- Softcover
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In den WarenkorbBrossura. Zustand: Molto buono (Very Good). Adatamento di Roberto Pallavicini, Virginio Puecher, Roberto Sanesi . 16mo. pp. 152. . Molto buono (Very Good). Due piccole mancanze alla quarta di copertina (Rubs along back cover). . . Si aggiungono 6 libri: PETROLINI, Teatro (I personaggi. Romani de Roma. L'ottobrata. Nerone. Miscel…lane. Garzanti, 1971) - Francesco SISTI, La commedia politica (Sansoni scuola aperta, 1974) - Filipo Maria PONTANi, L'epillio greco (Sansoni scuola aperta, 1973) - Ernesto Guidorizzi, La narrativa italiana e il cinema (Sansoni scuola aperta, 1973) - Maurizio Porro e Giuseppe Turroni, Il cinema vuol dire. (Garzanti, 1979) - Vittorio Spinazzola(a cura di ) Film 1964 (con 24 tavole fuori testo. Feltrinelli Universale Economica, 1964. Book.
- Softcover
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Paperback. Zustand: New. The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, c…laiming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers and limitations of credit models. It would seem that a lack of understanding of these models is the root cause of their failures but until now little analysis had been published on the subject and, when published, it had gained very limited attention. Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modeling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for clarity in the market and academic research environments, this book follows the development of credit derivatives and CDOs at a technical level, analyzing the impact, strengths and weaknesses of methods ranging from the introduction of the Gaussian Copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities at the same time. It also illustrates the implied copula, a method that can consistently account for CDOs with different attachment and detachment points but not for different maturities, and explains why the Gaussian Copula model is still used in its base correlation formulation. The book reports both alarming pre-crisis research and market examples, as well as commentary through history, using data up to the end of 2009, making it an important addition to modern derivatives literature. With banks and regulators struggling to fully analyze at a technical level, many of the flaws in modern financial models, it will be indispensable for quantitative practitioners and academics who want to develop stable and functional models in the future.
- Hardcover
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In den WarenkorbHardcover. Zustand: Used: Like New. Libro usato, proveniente da una collezione privata. La copertina riporta gli usuali segni del tempo. Le pagine possono risultare imbrunite o opacizzate. Consegna in 24/48 h. 24g.
Verlag: SPERLING e KUPFER EDITORI, MILANO, 1987
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In den WarenkorbVol. in -8 (13 x 20 cm.), legatura editoriale cartonata pesante blu, sopracopertina verde e blu con titoli a colori sul piatto ant., pp. (10), 460, (26). In ottime condizioni. Introduzione di Carlo Sirtori - Collana: INFORMA (N. 56).
Verlag: Guanda, 1967
- Softcover
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In den Warenkorb151 pp., brossura, in 16°, buon usato, pagine ingiallite sc813 7499.
