ALBERT

All Library Books, journals and Electronic Records Telegrafenberg

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • Books  (5)
  • Finance, general  (5)
  • 2015-2019  (5)
  • 1980-1984
  • 1965-1969
  • 1960-1964
  • 1925-1929
  • 2015  (5)
  • 1926
Collection
  • Books  (5)
Source
Keywords
Publisher
Language
Years
  • 2015-2019  (5)
  • 1980-1984
  • 1965-1969
  • 1960-1964
  • 1925-1929
Year
  • 2015  (5)
  • 1926
Topic
  • 1
    Unknown
    Innovations in Quantitative Risk Management : TU München, September 2013 (2015)
    Cham : Springer
    Details
    Keywords: Finance ; Mathematics ; Quantitative Finance ; Game Theory, Economics, Social and Behav. Sciences ; Finance, general ; Actuarial Sciences
    Description / Table of Contents: Part I Markets, Regulation, and Model Risk --- A Random Holding Period Approach for Liquidity-Inclusive Risk Management --- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models --- Model Risk in Incomplete Markets with Jumps --- Part II Financial Engineering --- Bid-Ask Spread for Exotic Options Under Conic Finance --- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model --- A Two-Sided BNS Model for Multicurrency FX Markets --- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors --- Copula-Specific Credit Portfolio Modeling --- Implied Recovery Rates—Auctions and Models --- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence --- Part III Insurance Risk and Asset Management --- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design --- Reducing Surrender Incentives Through Fee Structure in Variable Annuities --- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment --- Risk Control in Asset Management: Motives and Concepts --- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash --- Improving Optimal Terminal Value Replicating Portfolios --- Part IV Computational Methods for Risk Management --- Risk and Computation --- Extreme Value Importance Sampling for Rare Event Risk Measurement --- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function --- Computation of Copulas by Fourier Methods --- Part V Dependence Modelling --- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions --- Duality in Risk Aggregation --- Some Consequences of the Markov Kernel Perspective of Copulas --- Copula Representations for Invariant Dependence Functions --- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection
    Pages: Online-Ressource (XI, 438 pages) , 84 illustrations
    ISBN: 9783319091143
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-09114-3
    Language: English
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    E-BOOK
  • 2
    Unknown
    Innovations in Quantitative Risk Management : TU München, September 2013 (2015)
    Cham : Springer
    Details
    Keywords: Finance ; Mathematics ; Quantitative Finance ; Game Theory, Economics, Social and Behav. Sciences ; Finance, general ; Actuarial Sciences
    Description / Table of Contents: Part I Markets, Regulation, and Model Risk --- A Random Holding Period Approach for Liquidity-Inclusive Risk Management --- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models --- Model Risk in Incomplete Markets with Jumps --- Part II Financial Engineering --- Bid-Ask Spread for Exotic Options Under Conic Finance --- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model --- A Two-Sided BNS Model for Multicurrency FX Markets --- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors --- Copula-Specific Credit Portfolio Modeling --- Implied Recovery Rates—Auctions and Models --- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence --- Part III Insurance Risk and Asset Management --- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design --- Reducing Surrender Incentives Through Fee Structure in Variable Annuities --- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment --- Risk Control in Asset Management: Motives and Concepts --- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash --- Improving Optimal Terminal Value Replicating Portfolios --- Part IV Computational Methods for Risk Management --- Risk and Computation --- Extreme Value Importance Sampling for Rare Event Risk Measurement --- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function --- Computation of Copulas by Fourier Methods --- Part V Dependence Modelling --- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions --- Duality in Risk Aggregation --- Some Consequences of the Markov Kernel Perspective of Copulas --- Copula Representations for Invariant Dependence Functions --- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection
    Pages: Online-Ressource (XI, 438 pages) , 84 illustrations
    ISBN: 9783319091143
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-09114-3
    Language: English
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    E-BOOK
  • 3
    Unknown
    Managing Elevated Risk : Global Liquidity, Capital Flows, and Macroprudential Policy—An Asian Perspective (2015)
    Singapore : Springer
    Details
    Keywords: Finance ; Economic policy ; Development economics ; Finance ; Finance, general ; Economic Policy ; Development Economics
    Description / Table of Contents: Contents --- Foreword --- Chapter 1: Introduction and Overview --- Chapter 2: The Three Phases of Global Liquidity --- 2.1: Conceptual and Measurement Issues --- 2.2: First Phase of Global Liquidity --- 2.2.1: Round-trip Bank Flows to the US --- 2.2.2: Banking Sector Flows to the Rest of the World --- 2.2.3: Exchange Rates and Leverage --- 2.3: Second Phase of Global Liquidity --- 2.4: The Case of Emerging Asia --- 2.5: Third Phase and Onward --- 2.6: References --- Chapter 3: Early Warning Indicators for Financial Vulnerabilities --- 3.1: Principles for Selection of Early Warning Indicators --- 3.2: Core and Noncore Liabilities --- 3.3: References --- Chapter 4: Emerging Asia’s Noncore Liabilities and Policy Effectiveness --- 4.1: Bank-led Flows, Noncore Liabilities, and Credit Growth --- 4.2: Reassessing Monetary Policy --- 4.3: Appendix --- 4.4: References --- Chapter 5: Capital Flows and Income Distribution --- 5.1: National Policy Remains Key --- 5.2: How Capital Flows Affect Income Inequality --- 5.3: Prioritization for a Multi-Objective Goal --- 5.4: Appendix --- 5.5: References --- Chapter 6: Policy Implications --- 6.1 Tailoring Policies to Vulnerabilities --- 6.2 Macroprudential Tools --- 6.2.1 Bank Capital-Oriented Tools --- 6.2.1.1 Capital Requirements that Adjust Over the Cycle --- 6.2.1.2 Forward-Looking Provisioning --- 6.2.1.3: Leverage caps --- 6.2.1.4: Loan-To-Value and Debt-Service-To-Income Caps --- 6.2.1.5: Loan-to-Deposit caps --- 6.2.1.6: Levy on Noncore Liabilities --- 6.2.1.7: Unremunerated Reserve Requirements --- 6.2.2: Relative Merits of URR versus Levies/Taxes --- 6.2.3: Relationship with other Stabilization Policies --- 6.3: Financial Integration and Institutional Design --- 6.4: Policy Choices --- 6.5: References
    Pages: Online-Ressource (VIII, 124 pages) , 69 illustrations
    ISBN: 9789812872845
    URL: https://link.springer.com/openurl?genre=book&isbn=978-981-287-284-5
    Language: English
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    E-BOOK
  • 4
    Unknown
    Managing Elevated Risk : Global Liquidity, Capital Flows, and Macroprudential Policy—An Asian Perspective (2015)
    Singapore : Springer
    Details
    Keywords: Finance ; Economic policy ; Development economics ; Finance ; Finance, general ; Economic Policy ; Development Economics
    Description / Table of Contents: Contents --- Foreword --- Chapter 1: Introduction and Overview --- Chapter 2: The Three Phases of Global Liquidity --- 2.1: Conceptual and Measurement Issues --- 2.2: First Phase of Global Liquidity --- 2.2.1: Round-trip Bank Flows to the US --- 2.2.2: Banking Sector Flows to the Rest of the World --- 2.2.3: Exchange Rates and Leverage --- 2.3: Second Phase of Global Liquidity --- 2.4: The Case of Emerging Asia --- 2.5: Third Phase and Onward --- 2.6: References --- Chapter 3: Early Warning Indicators for Financial Vulnerabilities --- 3.1: Principles for Selection of Early Warning Indicators --- 3.2: Core and Noncore Liabilities --- 3.3: References --- Chapter 4: Emerging Asia’s Noncore Liabilities and Policy Effectiveness --- 4.1: Bank-led Flows, Noncore Liabilities, and Credit Growth --- 4.2: Reassessing Monetary Policy --- 4.3: Appendix --- 4.4: References --- Chapter 5: Capital Flows and Income Distribution --- 5.1: National Policy Remains Key --- 5.2: How Capital Flows Affect Income Inequality --- 5.3: Prioritization for a Multi-Objective Goal --- 5.4: Appendix --- 5.5: References --- Chapter 6: Policy Implications --- 6.1 Tailoring Policies to Vulnerabilities --- 6.2 Macroprudential Tools --- 6.2.1 Bank Capital-Oriented Tools --- 6.2.1.1 Capital Requirements that Adjust Over the Cycle --- 6.2.1.2 Forward-Looking Provisioning --- 6.2.1.3: Leverage caps --- 6.2.1.4: Loan-To-Value and Debt-Service-To-Income Caps --- 6.2.1.5: Loan-to-Deposit caps --- 6.2.1.6: Levy on Noncore Liabilities --- 6.2.1.7: Unremunerated Reserve Requirements --- 6.2.2: Relative Merits of URR versus Levies/Taxes --- 6.2.3: Relationship with other Stabilization Policies --- 6.3: Financial Integration and Institutional Design --- 6.4: Policy Choices --- 6.5: References
    Pages: Online-Ressource (VIII, 124 pages) , 69 illustrations
    ISBN: 9789812872845
    URL: https://link.springer.com/openurl?genre=book&isbn=978-981-287-284-5
    Language: English
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    E-BOOK
  • 5
    Unknown
    Innovations in Quantitative Risk Management : TU München, September 2013 (2015)
    Cham : Springer
    Details
    Keywords: Finance ; Mathematics ; Quantitative Finance ; Game Theory, Economics, Social and Behav. Sciences ; Finance, general ; Actuarial Sciences
    Description / Table of Contents: Part I Markets, Regulation, and Model Risk --- A Random Holding Period Approach for Liquidity-Inclusive Risk Management --- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models --- Model Risk in Incomplete Markets with Jumps --- Part II Financial Engineering --- Bid-Ask Spread for Exotic Options Under Conic Finance --- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model --- A Two-Sided BNS Model for Multicurrency FX Markets --- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors --- Copula-Specific Credit Portfolio Modeling --- Implied Recovery Rates—Auctions and Models --- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence --- Part III Insurance Risk and Asset Management --- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design --- Reducing Surrender Incentives Through Fee Structure in Variable Annuities --- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment --- Risk Control in Asset Management: Motives and Concepts --- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash --- Improving Optimal Terminal Value Replicating Portfolios --- Part IV Computational Methods for Risk Management --- Risk and Computation --- Extreme Value Importance Sampling for Rare Event Risk Measurement --- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function --- Computation of Copulas by Fourier Methods --- Part V Dependence Modelling --- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions --- Duality in Risk Aggregation --- Some Consequences of the Markov Kernel Perspective of Copulas --- Copula Representations for Invariant Dependence Functions --- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection
    Pages: Online-Ressource (XI, 438 pages) , 84 illustrations
    ISBN: 9783319091143
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-09114-3
    Language: English
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    E-BOOK
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...