Narrow search
Showing 1 - 10 of 1,865
Cover Image
Sovereign Default Risk Valuation : Implications of Debt Crises and Bond Restructurings
Andritzky, Jochen (contributor) - 2006
Past cycles of sovereign lending and default suggest that debt crises will recur at some point. This book shows why investors should reckon with similar credit events in the future. Surveying the sovereign bond market, the author provides investors with a useful toolkit for analyzing sovereign...
Persistent link: https://www.econbiz.de/10013520644
Cover Image
Optimal Risk-Return Trade-Offs of Commercial Banks : and the Suitability of Profitability Measures for Loan Portfolios
Kühn, Jochen (contributor) - 2006
This book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio and the reward-to-VaR ratio are proposed for loan portfolios, although it is not proven whether their risk-return trade-offs are optimal for banks. The authors demonstrate that...
Persistent link: https://www.econbiz.de/10013520561
Cover Image
Forecasting and Hedging in the Foreign Exchange Markets
Ullrich, Christian (contributor) - 2009
simulation. …
Persistent link: https://www.econbiz.de/10013521171
Cover Image
Risikoaggregation in der Praxis : Beispiele und Verfahren aus dem Risikomanagement von Unternehmen
Deutsche Gesellschaft für Risikomanagement - 2008
Risikomanagementprozesse sind spätestens seit der Inkraftsetzung des KonTraG im Fokus deutscher Unternehmen. Während … die Identifikation und Bewertung einzelner Risiken in vielen Unternehmen inzwischen gut etabliert ist, stellt die … durch Praxisbeiträge aus neun Unternehmen verschiedener Branchen auf, wie unterschiedlich die Herangehensweise an das Thema …
Persistent link: https://www.econbiz.de/10014014494
Cover Image
Scenario Logic and Probabilistic Management of Risk in Business and Engineering
Solojentsev, Evgueni D. - 2009
Management and Risk -- The Human Being And Risks -- Principles of Risk Management in Design -- Risk Management at Debugging Tests -- Risk Management In Operation On Basis Of Monitoring -- Risk Management on Dangerous Plant -- Transparency of Methods for Estimation -- Bases of Logic and...
Persistent link: https://www.econbiz.de/10013522908
Cover Image
Kreditrisikomessung bei Projektfinanzierungen durch Risikosimulation
Werthschulte, Holger - 2005 - Gabler Edition Wissenschaft
Alternative bietet die simulative Risikoanalyse, die allerdings mit erheblichem Aufwand verbunden ist. Holger Werthschulte geht …
Persistent link: https://www.econbiz.de/10013517423
Cover Image
Credibilistic Programming : An Introduction to Models and Applications
Li, Xiang - 2013
Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model -- Chance-Constrained Programming -- Entropy Maximization Model -- Cross-Entropy Minimization Model -- Regret Minimization Model
Persistent link: https://www.econbiz.de/10014552595
Cover Image
Finanzmathematik kompakt : für Studierende und Praktiker
Schwenkert, Rainer - 2016 - 2. Aufl. 2016
1. Einführung -- 2. Zinsrechnung -- 3. Äquivalenzprinzip der Finanzmathematik -- 4. Rentenrechnung -- 5. Tilgungsrechnung -- 6. Investitionsrechnung -- 7. Abschreibungen -- 8. Anhang -- Sachverzeichnis.
Persistent link: https://www.econbiz.de/10014019295
Cover Image
Towards a more accurate equity valuation : An empirical analysis
Henschke, Stefan - 2009
Valuing equity -- The accuracy of equity valuation methods -- Multiples: Controlling for differences between firms -- Linear information models: The effects of conservative accounting -- Summary and conclusions.
Persistent link: https://www.econbiz.de/10014015123
Cover Image
International Trade and Multinational Activity : Heterogeneity of Firms, Incentives for Foreign Direct Investment, and International Business Cycle Dynamics
Emami Namini, Julian (contributor) - 2006
Investigates the dynamic welfare effects of exposure to trade in a new trade model. This book uses a new trade model to explore which country-specific conditions give rise to horizontal or vertical multinational activity. It analyzes the role of goods trade and horizontal multinational firms in...
Persistent link: https://www.econbiz.de/10013520542