The dynamics of cooperate credit risk. An intensity-based econometric

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Author :
Publisher : Rozenberg Publishers
ISBN 13 : 9051709293
Total Pages : 221 pages
Book Rating : 4.0/5 (517 download)

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Book Synopsis The dynamics of cooperate credit risk. An intensity-based econometric by :

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Econometrics and Risk Management

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Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1848551975
Total Pages : 304 pages
Book Rating : 4.8/5 (485 download)

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Book Synopsis Econometrics and Risk Management by : Thomas B. Fomby

Download or read book Econometrics and Risk Management written by Thomas B. Fomby and published by Emerald Group Publishing. This book was released on 2008-12-01 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

On the Dynamics of Credit Risk

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Publisher :
ISBN 13 : 9783866242470
Total Pages : 201 pages
Book Rating : 4.2/5 (424 download)

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Book Synopsis On the Dynamics of Credit Risk by : Peter N. Posch

Download or read book On the Dynamics of Credit Risk written by Peter N. Posch and published by . This book was released on 2007 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric studies to the economic and social factors of crime

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Publisher : Rozenberg Publishers
ISBN 13 : 9036101247
Total Pages : 253 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Econometric studies to the economic and social factors of crime by : Sunčica Nikola Vujić

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Essays on Top Management and Corporate Behavior

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Publisher : Rozenberg Publishers
ISBN 13 : 9036101913
Total Pages : 196 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Essays on Top Management and Corporate Behavior by : Hui-Ting Wu

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Dynamic econometric analysis of insurance markets with imperfect information

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Publisher : Rozenberg Publishers
ISBN 13 : 9036100941
Total Pages : 228 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Dynamic econometric analysis of insurance markets with imperfect information by : Tibor Zavadil

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Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation

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Publisher : Rozenberg Publishers
ISBN 13 : 905170660X
Total Pages : 198 pages
Book Rating : 4.0/5 (517 download)

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Book Synopsis Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation by : Taoying Farenhorst-Yuan

Download or read book Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation written by Taoying Farenhorst-Yuan and published by Rozenberg Publishers. This book was released on 2010 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Essays on the measurements sensitivity of risk aversion and causal effects in education

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Author :
Publisher : Rozenberg Publishers
ISBN 13 : 9036101190
Total Pages : 174 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Essays on the measurements sensitivity of risk aversion and causal effects in education by : Adam Sanoé Booij

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Essays on Consumer Search, Dynamic Competition and Regulation

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Publisher : Rozenberg Publishers
ISBN 13 : 9036101786
Total Pages : 139 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Essays on Consumer Search, Dynamic Competition and Regulation by : Alexei Parakhonyak

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Economic development and growth in transition countries

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Publisher : Rozenberg Publishers
ISBN 13 : 9036101859
Total Pages : 130 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Economic development and growth in transition countries by : Desislava Todorova Rusinova

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Poverty,Risk and Insurance. Evidence from Ethiopia and Yemen

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Publisher : Rozenberg Publishers
ISBN 13 : 9036101069
Total Pages : 155 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Poverty,Risk and Insurance. Evidence from Ethiopia and Yemen by : Lei Pan

Download or read book Poverty,Risk and Insurance. Evidence from Ethiopia and Yemen written by Lei Pan and published by Rozenberg Publishers. This book was released on 2009 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Three essays on real estate finance

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Publisher : Rozenberg Publishers
ISBN 13 : 9036101999
Total Pages : 132 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Three essays on real estate finance by : Xiaolong Liu

Download or read book Three essays on real estate finance written by Xiaolong Liu and published by Rozenberg Publishers. This book was released on 2010 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Experiments in decision-making under Risk

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Publisher : Rozenberg Publishers
ISBN 13 : 903610145X
Total Pages : 171 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Experiments in decision-making under Risk by : Michał Wiktor Krawczyk

Download or read book Experiments in decision-making under Risk written by Michał Wiktor Krawczyk and published by Rozenberg Publishers. This book was released on 2009 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Rationalised panics. The consequences of strategic uncertainty during financial crisis

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Publisher : Rozenberg Publishers
ISBN 13 : 9036101328
Total Pages : 234 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Rationalised panics. The consequences of strategic uncertainty during financial crisis by : Tijmen Roderik Danie͏̈ls

Download or read book Rationalised panics. The consequences of strategic uncertainty during financial crisis written by Tijmen Roderik Danie͏̈ls and published by Rozenberg Publishers. This book was released on 2009 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Kahnemann and Tversky and the making of behavioral economics

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Publisher : Rozenberg Publishers
ISBN 13 : 9036101255
Total Pages : 186 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Kahnemann and Tversky and the making of behavioral economics by : Floris Heukelom

Download or read book Kahnemann and Tversky and the making of behavioral economics written by Floris Heukelom and published by Rozenberg Publishers. This book was released on 2009 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Econometrics of Individual Risk

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Publisher : Princeton University Press
ISBN 13 : 0691168210
Total Pages : 255 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis The Econometrics of Individual Risk by : Christian Gourieroux

Download or read book The Econometrics of Individual Risk written by Christian Gourieroux and published by Princeton University Press. This book was released on 2015-07-28 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Dynamic Delay Management at Railways. Semi-Markovian Decision Approach

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Author :
Publisher : Rozenberg Publishers
ISBN 13 : 9036101743
Total Pages : 253 pages
Book Rating : 4.0/5 (361 download)

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Book Synopsis Dynamic Delay Management at Railways. Semi-Markovian Decision Approach by : Assil Al- Ibrahim

Download or read book Dynamic Delay Management at Railways. Semi-Markovian Decision Approach written by Assil Al- Ibrahim and published by Rozenberg Publishers. This book was released on 2010 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: