Narrow search
Showing 1 - 10 of 2,239
Cover Image
Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Bolder, David Jamieson - 2018
The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a...
Persistent link: https://www.econbiz.de/10012396938
Cover Image
Preise in Finanzmärkten : Replikation und verallgemeinerte Diskontierung
Kremer, Jürgen - 2017
Teil I: Replikation und verallgemeinerte Diskontierung: Ein-Perioden-Modelle -- Mehr-Perioden-Modelle -- Optionen, Futures und andere Derivate -- Teil II: Stochastische Analysis und verallgemeinerte Diskontierung: Diskrete stochastische Analysis -- Diskrete stochastische Finanzmathematik --...
Persistent link: https://www.econbiz.de/10014019536
Cover Image
Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim - 2016 - 3rd ed. 2016
Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Dominance Approach -- Non-Expected Utility and Stochastic Dominance -- Stochastic Dominance and Prospect Theory -- Multivariate …. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified …
Persistent link: https://www.econbiz.de/10014017858
Cover Image
Hidden Markov Models in Finance : Further Developments and Applications, Volume II
Mamon, Rogemar S. - 2014
science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …
Persistent link: https://www.econbiz.de/10014020477
Cover Image
Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim (contributor) - 2006 - Second Edition
prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition … prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book … dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call …
Persistent link: https://www.econbiz.de/10013520424
Cover Image
The Use of Risk Budgets in Portfolio Optimization
Unger, Albina - 2015
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk,...
Persistent link: https://www.econbiz.de/10014021208
Cover Image
Encyclopedia of Finance
Lee, Cheng F. (contributor); Lee, Alice C. (contributor) - 2006
indices under rank transformation -- Corporate failure -- Review of REIT and MBS -- Experimental economics and the theory of …
Persistent link: https://www.econbiz.de/10013520881
Cover Image
Integrated Risk Management of Non-Maturing Accounts : Practical Application and Testing of a Dynamic Replication Model
Straßer, Jeffry - 2014
Modelling of risk factors -- Setting up a multistage stochastic program -- Model output and performance analysis -- Full program code for all described steps in open-source statistical programming language R.
Persistent link: https://www.econbiz.de/10014017449
Cover Image
Hidden Markov Models in Finance
Mamon, Rogemar S. (contributor);  … - 2007
life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and …
Persistent link: https://www.econbiz.de/10013520670
Cover Image
Informationsgewinnung aus Optionspreisen : Eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole van de - 2009
Grundlagen der Optionspreistheorie -- Extrahierung der risikoneutralen Wahrscheinlichkeitsdichtefunktion -- Anwendungsgebiete risikoneutraler Wahrscheinlichkeitsdichtefunktionen -- Empirische Untersuchungen -- Zusammenfassung und Schlussfolgerungen.
Persistent link: https://www.econbiz.de/10014015223