Torresetti roberto (14 résultats)
- Couverture souple
Vendeur : HPB-Red, Dallas, TX, Etats-UnisHPB-Red
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Occasion - Satisfaisant
EUR 11,88
EUR 3,21 expéditionExpédition nationale : Etats-UnisQuantité disponible : 1 disponible(s)
paperback. Etat : Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
- Couverture souple
Vendeur : Zubal-Books, Since 1961, Cleveland, OH, Etats-UnisZubal-Books, Since 1961
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 11,51
EUR 3,85 expéditionExpédition nationale : Etats-UnisQuantité disponible : 1 disponible(s)
Etat : New. 176 pp., paperback, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
- Couverture souple
Vendeur : Bahamut Media, Reading, Royaume-UniBahamut Media
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Occasion - Assez bon
EUR 29,91
EUR 8,16 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : 1 disponible(s)
Paperback. Etat : Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.
- Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-UnisGreatBookPrices
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 36,94
EUR 2,26 expéditionExpédition nationale : Etats-UnisQuantité disponible : Plus de 20 disponibles
Etat : New.
- Couverture souple
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-UniRarewaves.com USA
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 39,27
Frais de port gratuitsExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : Plus de 20 disponibles
Paperback. Etat : New. The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, cla…iming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers and limitations of credit models. It would seem that a lack of understanding of these models is the root cause of their failures but until now little analysis had been published on the subject and, when published, it had gained very limited attention. Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modeling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for clarity in the market and academic research environments, this book follows the development of credit derivatives and CDOs at a technical level, analyzing the impact, strengths and weaknesses of methods ranging from the introduction of the Gaussian Copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities at the same time. It also illustrates the implied copula, a method that can consistently account for CDOs with different attachment and detachment points but not for different maturities, and explains why the Gaussian Copula model is still used in its base correlation formulation. The book reports both alarming pre-crisis research and market examples, as well as commentary through history, using data up to the end of 2009, making it an important addition to modern derivatives literature. With banks and regulators struggling to fully analyze at a technical level, many of the flaws in modern financial models, it will be indispensable for quantitative practitioners and academics who want to develop stable and functional models in the future.
- Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-UnisGreatBookPrices
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Occasion - Comme neuf
EUR 38,00
EUR 2,26 expéditionExpédition nationale : Etats-UnisQuantité disponible : Plus de 20 disponibles
Etat : As New. Unread book in perfect condition.
- Couverture souple
Vendeur : Ria Christie Collections, Uxbridge, Royaume-UniRia Christie Collections
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 38,05
EUR 14,00 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : Plus de 20 disponibles
Etat : New. In.
- Couverture souple
Vendeur : Majestic Books, Hounslow, Royaume-UniMajestic Books
Contacter le vendeurVendeur avec une évaluation de 4 étoilesEtat: Neuf
EUR 44,63
EUR 7,60 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : 3 disponible(s)
Etat : New. pp. 176.
- Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-UniGreatBookPricesUK
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 36,25
EUR 17,53 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : Plus de 20 disponibles
Etat : New.
- Couverture souple
Vendeur : Books Puddle, New York, NY, Etats-UnisBooks Puddle
Contacter le vendeurVendeur avec une évaluation de 4 étoilesEtat: Neuf
EUR 54,64
EUR 3,42 expéditionExpédition nationale : Etats-UnisQuantité disponible : 3 disponible(s)
Etat : New. pp. 176.
- Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-UniGreatBookPricesUK
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Occasion - Comme neuf
EUR 41,01
EUR 17,53 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : Plus de 20 disponibles
Etat : As New. Unread book in perfect condition.
- Couverture souple
Vendeur : California Books, Miami, FL, Etats-UnisCalifornia Books
Contacter le vendeurVendeur avec une évaluation de 4 étoilesEtat: Neuf
EUR 61,76
Frais de port gratuitsExpédition nationale : Etats-UnisQuantité disponible : Plus de 20 disponibles
Etat : New.
- Couverture souple
Vendeur : Biblios, frankfurt am main, HESSE, AllemagneBiblios
Contacter le vendeurVendeur avec une évaluation de 4 étoilesEtat: Neuf
EUR 94,02
EUR 9,95 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 4 disponible(s)
Etat : New.
- Couverture souple
Vendeur : Rarewaves.com UK, London, Royaume-UniRarewaves.com UK
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 37,53
EUR 75,98 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : Plus de 20 disponibles
Paperback. Etat : New. The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, cla…iming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers and limitations of credit models. It would seem that a lack of understanding of these models is the root cause of their failures but until now little analysis had been published on the subject and, when published, it had gained very limited attention. Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modeling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for clarity in the market and academic research environments, this book follows the development of credit derivatives and CDOs at a technical level, analyzing the impact, strengths and weaknesses of methods ranging from the introduction of the Gaussian Copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities at the same time. It also illustrates the implied copula, a method that can consistently account for CDOs with different attachment and detachment points but not for different maturities, and explains why the Gaussian Copula model is still used in its base correlation formulation. The book reports both alarming pre-crisis research and market examples, as well as commentary through history, using data up to the end of 2009, making it an important addition to modern derivatives literature. With banks and regulators struggling to fully analyze at a technical level, many of the flaws in modern financial models, it will be indispensable for quantitative practitioners and academics who want to develop stable and functional models in the future.
