Narrow search
Showing 1 - 10 of 1,810
Cover Image
Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena - 2012
Operationelle Risiken betreffen nahezu jede Geschäftstätigkeit von Banken. Sie verfügen über ein hohes Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur Quantifizierung operationeller Risiken und der...
Persistent link: https://www.econbiz.de/10014016438
Cover Image
Collateralized Debt Obligations : A Moment Matching Pricing Technique based on Copula Functions
Marcantoni, Enrico - 2014
The author focuses on a method to price Collateralized Debt Obligations (CDO) tranches. The original method is developed by Castagna, Mercurio and Mosconi in 2012. The Thesis provides an extension of the original work by generalizing the Gaussian dependence in terms of Copula functions. In...
Persistent link: https://www.econbiz.de/10014017445
Cover Image
Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna - 2011
structures as well as for risk management and measurement applications involving the generation of scenarios for the complete …
Persistent link: https://www.econbiz.de/10014015252
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
Income Modeling and Balancing : A Rigorous Treatment of Distribution Patterns
Kämpke, Thomas - 2015
This book presents a rigorous treatment of the mathematical instruments available for dealing with income distributions, in particular Lorenz curves and related methods. The methods examined allow us to analyze, compare and modify such distributions from an economic and social perspective....
Persistent link: https://www.econbiz.de/10012402036
Cover Image
The Distribution of Income and Wealth : Parametric Modeling with the κ-Generalized Family
Clementi, Fabio - 2016 - 1st ed. 2016
Introduction -- The Revived Interest in the Problems of Income and Wealth Distribution -- Re-incorporating Distributional Issues Into the Main Body of Economic Analysis -- Aim and Contents of this Book -- The Parametric Approach to Income and Wealth Distributional Analysis -- The Idea of a...
Persistent link: https://www.econbiz.de/10014018405
Cover Image
Theory of Zipf's Law and Beyond
Saičev, Aleksandr I. - 2010
. The general theory is presented in the language of firm dynamics for the sake of convenience but applies to many other …
Persistent link: https://www.econbiz.de/10013521305
Cover Image
Quantile Regression for Spatial Data
McMillen, Daniel P. - 2013
1 Quantile Regression: An Overview. 2 Linear and Nonparametric Quantile Regression -- 3 A Quantile Regression Analysis of Assessment Regressivity.-4 Quantile Version of the Spatial AR Model -- 5 . Conditionally Parametric Quantile Regression.- 6 Guide to Further Reading -- References
Persistent link: https://www.econbiz.de/10014016122
Cover Image
The Impact of Economic Freedom on State Legitimacy : An Empirical Investigation
Hindermann, Christoph Michael - 2018
legitimate. Due to the strong quantitative approach, this thesis contributes not only to the political theory of liberalism and … Concept of Legitimacy Legitimacy and its Measurement The Determinants of Legitimacy Economic Freedom and Legitimacy Target …The Concept of Legitimacy -- Legitimacy and its Measurement -- The Determinants of Legitimacy -- Economic Freedom and …
Persistent link: https://www.econbiz.de/10012396801
Cover Image
The Essence and Measurement of Organizational Efficiency
Dudycz, Tadeusz (ed.); Osbert-Pociecha, Grażyna (ed.);  … - 2016
Identification of Performance Measurement Systems Applied in Polish Enterprises -- The Impact on the Organisational …, its essence and the principles of its measurement. They represent an attempt to seek the conceptual boundaries of …
Persistent link: https://www.econbiz.de/10014018050