Coverart for item
The Resource Quantitative financial risk management : theory and practice, Constantin Zopounidis, Emilios Galariotis

Quantitative financial risk management : theory and practice, Constantin Zopounidis, Emilios Galariotis

Label
Quantitative financial risk management : theory and practice
Title
Quantitative financial risk management
Title remainder
theory and practice
Statement of responsibility
Constantin Zopounidis, Emilios Galariotis
Creator
Contributor
Author
Subject
Language
eng
Summary
Written by an international team of experts in the field, 'Quantitative Financial Risk Management: Theory and Practice' provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in this book can help professionals to better manage, monitor, and measure risk, especially in today's uncertain world of globalization, market volatility, and geo-political crisis.--
Member of
Assigning source
Provided by publisher
Cataloging source
StDuBDS
http://library.link/vocab/creatorName
Zopounidis, Constantin
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Galariotis, Emilios
Series statement
The Frank J. Fabozzi series
http://library.link/vocab/subjectName
Financial risk management
Label
Quantitative financial risk management : theory and practice, Constantin Zopounidis, Emilios Galariotis
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
1. Measuring Systemic Risk: Structural Approaches -- 2. Supervisory Requirements and Expectations for Portfolio-Level Counterparty Credit Risk Measurement and Management -- 3. Nonperforming Loans in the Bank Production Technology -- 4. A Practical Guide to Regime Switching in Financial Economics -- 5. Output Analysis and Stress Testing for Risk Constrained Portfolios -- 6. Risk Measures and Management in the Energy Sector -- 7. Portfolio Optimization: Theory and Practice -- 8. Portfolio Optimization and Transaction Costs -- 9. Statistical Properties and Tests of Efficient Frontier Portfolios -- 10. Stress Testing for Portfolio Credit Risk: Supervisory Expectations and Practices -- 11. A Critique of Credit Risk Models with Evidence from Mid-Cap Firms -- 12. Predicting Credit Ratings Using a Robust Multicriteria Approach -- 13. Parameter Analysis of the VPIN (Volume-Synchronized Probability of Informed Trading) Metric -- 14. Covariance Specification Tests for Multivariate GARCH Models -- 15. Accounting Information in the Prediction of Securities Class Actions
Control code
FIEb17721349
Dimensions
24 cm.
Extent
xix, 428 pages
Isbn
9781118738184
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
  • (UkCU)5978996
  • (Uk)017418946
  • (OCoLC)896861708
Label
Quantitative financial risk management : theory and practice, Constantin Zopounidis, Emilios Galariotis
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
1. Measuring Systemic Risk: Structural Approaches -- 2. Supervisory Requirements and Expectations for Portfolio-Level Counterparty Credit Risk Measurement and Management -- 3. Nonperforming Loans in the Bank Production Technology -- 4. A Practical Guide to Regime Switching in Financial Economics -- 5. Output Analysis and Stress Testing for Risk Constrained Portfolios -- 6. Risk Measures and Management in the Energy Sector -- 7. Portfolio Optimization: Theory and Practice -- 8. Portfolio Optimization and Transaction Costs -- 9. Statistical Properties and Tests of Efficient Frontier Portfolios -- 10. Stress Testing for Portfolio Credit Risk: Supervisory Expectations and Practices -- 11. A Critique of Credit Risk Models with Evidence from Mid-Cap Firms -- 12. Predicting Credit Ratings Using a Robust Multicriteria Approach -- 13. Parameter Analysis of the VPIN (Volume-Synchronized Probability of Informed Trading) Metric -- 14. Covariance Specification Tests for Multivariate GARCH Models -- 15. Accounting Information in the Prediction of Securities Class Actions
Control code
FIEb17721349
Dimensions
24 cm.
Extent
xix, 428 pages
Isbn
9781118738184
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
  • (UkCU)5978996
  • (Uk)017418946
  • (OCoLC)896861708

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...