Torresetti roberto (14 Ergebnisse)
- Softcover
Anbieter: HPB-Red, Dallas, TX, USAHPB-Red
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EUR 8,91
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paperback. Zustand: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
- Softcover
Anbieter: Zubal-Books, Since 1961, Cleveland, OH, USAZubal-Books, Since 1961
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EUR 11,64
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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.
- Softcover
Anbieter: AwesomeBooks, Wallingford, Vereinigtes KönigreichAwesomeBooks
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EUR 29,95
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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. .
- Softcover
Anbieter: Bahamut Media, Reading, Vereinigtes KönigreichBahamut Media
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EUR 29,95
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Paperback. Zustand: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.
- Softcover
Anbieter: GreatBookPrices, Columbia, MD, USAGreatBookPrices
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EUR 36,66
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Zustand: As New. Unread book in perfect condition.
- Softcover
Anbieter: GreatBookPrices, Columbia, MD, USAGreatBookPrices
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EUR 37,35
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Zustand: New.
- Softcover
Anbieter: Rarewaves.com USA, London, LONDO, Vereinigtes KönigreichRarewaves.com USA
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EUR 39,72
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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.
- Softcover
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes KönigreichRia Christie Collections
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EUR 38,09
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Zustand: New. In.
- Softcover
Anbieter: Majestic Books, Hounslow, Vereinigtes KönigreichMajestic Books
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EUR 45,13
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Zustand: New. pp. 176.
- Softcover
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes KönigreichGreatBookPricesUK
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Zustand: New.
- Softcover
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes KönigreichGreatBookPricesUK
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EUR 39,66
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Zustand: As New. Unread book in perfect condition.
- Softcover
Anbieter: Books Puddle, New York, NY, USABooks Puddle
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EUR 54,63
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Zustand: New. pp. 176.
- Softcover
Anbieter: California Books, Miami, FL, USACalifornia Books
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EUR 62,46
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Zustand: New.
- Softcover
Anbieter: Rarewaves.com UK, London, Vereinigtes KönigreichRarewaves.com UK
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EUR 36,30
EUR 76,07 VersandVersand von Vereinigtes Königreich nach USAAnzahl: Mehr als 20 verfügbar
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.
