RISK MODELING EVALUATION HANDBOOK 9780071663700 阿里云 kindle 下载 pdf chm 百度云 azw3 umd

RISK MODELING EVALUATION HANDBOOK 9780071663700电子书下载地址
- 文件名
- [epub 下载] RISK MODELING EVALUATION HANDBOOK 9780071663700 epub格式电子书
- [azw3 下载] RISK MODELING EVALUATION HANDBOOK 9780071663700 azw3格式电子书
- [pdf 下载] RISK MODELING EVALUATION HANDBOOK 9780071663700 pdf格式电子书
- [txt 下载] RISK MODELING EVALUATION HANDBOOK 9780071663700 txt格式电子书
- [mobi 下载] RISK MODELING EVALUATION HANDBOOK 9780071663700 mobi格式电子书
- [word 下载] RISK MODELING EVALUATION HANDBOOK 9780071663700 word格式电子书
- [kindle 下载] RISK MODELING EVALUATION HANDBOOK 9780071663700 kindle格式电子书
内容简介:
If we have learned anything from the global financial collapse
of 2008, it is this: the mathematical risk models currently used by
financial institutions are no longer adequate quantitative measures
of risk exposure.
In The Risk Modeling Evaluation Handbook, an international team
of 48 experts evaluates the problematic risk-modeling methods used
by large financial institutions and breaks down how these models
contributed to the decline of the global capital markets. Their
conclusions enable you to identify the shortcomings of the most
widely used risk models and create sophisticated strategies for
properly implementing these models into your investing
portfolio.
Chapters include:
Model Risk: Lessons from Past Catastrophes (Scott Mixon)
Effect of Benchmark Misspecification on Riskadjusted Performance
Measures (Laurent Bodson and George Hübner)
Carry Trade Strategies and the Information Content of Credit
Default Swaps (Raphael W. Lam and Marco Rossi)
Concepts to Validate Valuation Models (Peter Whitehead)
Beyond VaR: Expected Shortfall and Other Coherent Risk Measures
(Andreas Krause)
Model Risk in Credit Portfolio Modeling (Matthias Gehrke and
Jeffrey Heidemann)
Asset Allocation under Model Risk (Pauline M. Barrieu and
Sandrine Tobolem)
This dream team of the masters of risk modeling provides
expansive explanations of the types of model risk that appear in
risk measurement, risk management, and pricing, as well as
market-tested techniques for mitigating risk in loan, equity, and
derivative portfolios.
The Risk Modeling Evaluation Handbook is the go-to guide for
improving or adjusting your approach to modeling financial
risk.
书籍目录:
暂无相关目录,正在全力查找中!
作者介绍:
Greg N. Gregoriou is professor of finance in the School of
Business and Economics at State University of New York
(Plattsburgh). He is the author of numerous financial books and
coeditor for the Journal of Derivatives and Hedge Funds.
Christian Hoppe is group head of credit solutions in the corporate
banking division of Commerzbank AG Frankfurt. He is cofounder and
CEO of the Anleihen Finder GmbH.
Carsten S. Wehn is head of market risk control at DekaBank,
Frankfurt, where he is responsible for measuring market and
liquidity risk, developing risk methods and models, and validating
the adequacy of the respective risk models.
出版社信息:
暂无出版社相关信息,正在全力查找中!
书籍摘录:
暂无相关书籍摘录,正在全力查找中!
在线阅读/听书/购买/PDF下载地址:
原文赏析:
暂无原文赏析,正在全力查找中!
其它内容:
书籍介绍
The first in-depth analysis of inherent deficiencies in present practices “A book like this helps reduce the chance of a future breakdown in risk management.”
Professor Campbell R. Harvey, the Fuqua School of Business, Duke University “A very timely and extremely useful guide to the subtle and often difficult issues involved in model risk—a subject which is only now gaining the prominence it should always have had.”
Professor Kevin Dowd, Nottingham University Business School, the University of Nottingham “This book collects authoritative papers on a timely and important topic . . . and should lead to many new insights.”
Professor Philip Hans Franses, Erasmus School of Economics, Erasmus University “Inadequate valuation and risk management models have played their part in triggering the recent economic turmoil felt around the world. This timely book, written by experts in the field of model risk, will surely help risk managers and financial engineers measure and manage risk effectively.”
Dr. Fabrice Douglas Rouah, Vice President, State Street Corporation “This invaluable handbook has been edited by experts . . . and should prove to be of great value to investment finance and credit risk modelers in a wide range of disciplines related to portfolio risk, risk modeling in finance, international money and finance, country risk, and macroeconomics.”
Professor Michael McAleer, Erasmus School of Economics, Erasmus University About the Book: If we have learned anything from the global financial collapse of 2008, it is this: the mathematical risk models currently used by financial institutions are no longer adequate quantitative measures of risk exposure. In The Risk Modeling Evaluation Handbook, an international team of 48 experts evaluates the problematic risk-modeling methods used by large financial institutions and breaks down how these models contributed to the decline of the global capital markets. Their conclusions enable you to identify the shortcomings of the most widely used risk models and create sophisticated strategies for properly implementing these models into your investing portfolio. Chapters include: Model Risk: Lessons from Past Catastrophes (Scott Mixon) Effect of Benchmark Misspecification on Riskadjusted Performance Measures (Laurent Bodson and George Hübner) Carry Trade Strategies and the Information Content of Credit Default Swaps (Raphael W. Lam and Marco Rossi) Concepts to Validate Valuation Models (Peter Whitehead) Beyond VaR: Expected Shortfall and Other Coherent Risk Measures (Andreas Krause) Model Risk in Credit Portfolio Modeling (Matthias Gehrke and Jeffrey Heidemann) Asset Allocation under Model Risk (Pauline M. Barrieu and Sandrine Tobolem) This dream team of the masters of risk modeling provides expansive explanations of the types of model risk that appear in risk measurement, risk management, and pricing, as well as market-tested techniques for mitigating risk in loan, equity, and derivative portfolios. The Risk Modeling Evaluation Handbook is the go-to guide for improving or adjusting your approach to modeling financial risk.
网站评分
书籍多样性:7分
书籍信息完全性:8分
网站更新速度:5分
使用便利性:9分
书籍清晰度:7分
书籍格式兼容性:9分
是否包含广告:3分
加载速度:6分
安全性:9分
稳定性:5分
搜索功能:4分
下载便捷性:7分
下载点评
- 书籍多(187+)
- 无广告(367+)
- 微信读书(553+)
- 二星好评(573+)
- 四星好评(602+)
- 下载速度快(647+)
- 全格式(371+)
- 值得购买(493+)
- 品质不错(581+)
- 速度快(418+)
- 图文清晰(353+)
- txt(175+)
- 好评(583+)
下载评价
- 网友 濮***彤:
好棒啊!图书很全
- 网友 居***南:
请问,能在线转换格式吗?
- 网友 饶***丽:
下载方式特简单,一直点就好了。
- 网友 訾***晴:
挺好的,书籍丰富
- 网友 国***芳:
五星好评
- 网友 习***蓉:
品相完美
- 网友 寿***芳:
可以在线转化哦
- 网友 扈***洁:
还不错啊,挺好
- 网友 敖***菡:
是个好网站,很便捷
- 网友 訾***雰:
下载速度很快,我选择的是epub格式
喜欢"RISK MODELING EVALUATION HANDBOOK 9780071663700"的人也看了
增订片改变你一生的小故事 叶新 编著 新世界出版社,【正版可开发票】 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
【人教版】2020秋全新 语文同步拓展 阅读与训练 4年级语文上册 四年级上 人民教育教材适用 小学生课内课外阅读教辅资料书正版 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
临床血液检验学/毛飞 许文荣【正版新书】 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
剑桥雅思真题+精讲解析4-17剑桥雅思真题集+雅思真题精讲4-17学术类全套26册 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
注册测绘师资格考试应试指南测绘典型案例分析(2014年) 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
云三彩 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
企业会计准则应用指南(2018年版) 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
销售的革命 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
期货基础知识 西南财经大学出版社 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
POWERBUILDER6.0基础教程 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 植物生理学实验教程(第三版) 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 中国近现代史纲要 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 卡什肖像经典 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 全新正版图书 煤洁净转化-中国煤炭清洁可持续开发利用战略研究-第8卷 谢克昌 科学出版社 9787030403391 青岛新华书店旗舰店 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 数字学习力 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 现代作家青春剪影丛书 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 扬帆起航 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 小学学霸作业本:数学(三年级下 RJ版 全彩手绘) 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 黄冈小状元微测验六年级下册语文+数学+英语人教版 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
- 宠物医生手册(第2版) 阿里云 kindle 下载 pdf chm 百度云 azw3 umd
书籍真实打分
故事情节:3分
人物塑造:6分
主题深度:5分
文字风格:9分
语言运用:4分
文笔流畅:7分
思想传递:4分
知识深度:9分
知识广度:5分
实用性:9分
章节划分:5分
结构布局:6分
新颖与独特:4分
情感共鸣:3分
引人入胜:7分
现实相关:4分
沉浸感:3分
事实准确性:8分
文化贡献:8分