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Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Glau, Kathrin (ed.); Grbac, Zorana (ed.);  … - Conference Innovations in Derivatives Markets - Fixed … - 2016
state of the art in: "Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding … valuation adjustment, and wrong way risk"; Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling …. • Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied …
Persistent link: https://www.econbiz.de/10011588323
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Innovative Research Methodologies in Management : Volume I: Philosophy, Measurement and Modelling
Moutinho, Luiz (ed.); Sokele, Mladen (ed.) - 2018
1. Hosting a Successful Metamodern Party: Mixed Methods Management Research on the Web 2.0+; Anna K. Zarada, George G. Panigyrakis and Eugenia Tzoumaka -- 2. Why Consumer Psychology Needs Neurophilosophy; Paul M. W. Hackett and Gordon R. Foxall -- 3. Emotivity and Ephemera Research; Kip Jones --...
Persistent link: https://www.econbiz.de/10012395802
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Handbook of Recent Advances in Commodity and Financial Modeling : Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets
Consigli, Giorgio (ed.); Stefani, Silvana (ed.);  … - 2018
This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and … interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling < The book presents to a …Part 1. Risk Modeling -- 1. Directional Returns for Gold and Silver: A Cluster Analysis Approach.- 2. Impact of Credit …
Persistent link: https://www.econbiz.de/10012396529
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New Methods in Fixed Income Modeling : Fixed Income Modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the …
Persistent link: https://www.econbiz.de/10012396848
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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
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Complex Systems Modeling and Simulation in Economics and Finance
Chen, Shu-Heng (ed.); Kao, Ying-Fang (ed.);  … - 2018
This title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded … properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an … economics. This text is a valuable addition to complex systems scholarship in view of economic science. The computational …
Persistent link: https://www.econbiz.de/10012396959
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Modelling Aging and Migration Effects on Spatial Labor Markets
R. Stough, Roger (ed.); Kourtit, Karima (ed.);  … - 2018
, while cutting-edge economic and modeling techniques are used to analyze them. In closing, the book critically reviews and …
Persistent link: https://www.econbiz.de/10012396992
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Location Covering Models : History, Applications and Advancements
Church, Richard L.; Murray, Alan - 2018
This book provides a thoughtful and rigorous guide to coverage modeling, reviewing essential models, solution … improve services offered to citizens of large cities and regions. Examples include trauma care services, transit systems …Preface -- 1 Location Modeling and Covering Metrics -- 2 Classic Beginnings -- 3 Hierarchical, Coordinated, Multi …
Persistent link: https://www.econbiz.de/10012396993
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Time Series Econometrics : Learning Through Replication
Levendis, John D. - 2018 - Corrected publication 2021
In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by...
Persistent link: https://www.econbiz.de/10012397044
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Multi-regional Dynamic General Equilibrium Modeling of the U.S. Economy : USAGE-TERM Development and Applications
Wittwer, Glyn (ed.) - 2017
Chapter 1. Beyond Regional Input-Output Modeling -- Part I: Sectoral Detail in USAGE-TERM -- Chapter 2. Agriculture and … Dynamic CGE Modeling -- Chapter 10. Top-Down Extensions to Represent Counties and Congressional Districts and Moving to Bottom …-Up -- Part IV: Model Applications -- Chapter 11. Modeling California’s Drought -- Chapter 12.The Economic Effects of a …
Persistent link: https://www.econbiz.de/10012397175