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100%: Johnathan Mun: Advanced Analytical Models - Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond (ISBN: 9780470258118) 2008, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
86%: Mun, Johnathan: Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond. + DVD (Wiley Finance) (ISBN: 9780470179215) 2008, Erstausgabe, in Englisch, Broschiert.Nur diese Ausgabe anzeigen…
Advanced Analytical Models - Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond
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| Preise | 2015 | 2017 | 2018 |
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| Schnitt | € 90,99 | € 68,66 | € 93,15 |
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1
Advanced Analytical Models - Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond
EN NWISBN: 9780470258118 bzw. 047025811X, in Englisch, John Wiley & Sons, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Advanced Analytical Models: InhaltsangabePreface.Software Applications.Part 1: Modeling Toolkit and Risk Simulator Applications.Introduction to the Modeling Toolkit Software.Introduction to Risk Simulator.Running a Monte Carlo Simulation.Using Forecast Charts and Confidence Intervals.Correlations and Precision Control.Tornado and Sensitivity Tools in Simulation.Sensitivity Analysis.Distributional Fitting: Single Variable and Multiple Variables.Bootstrap Simulation.Hypothesis Testing.Data Extraction, Saving Simulation Results, and Generating Reports.Regression and Forecasting Diagnostic Tool.Statistical Analysis Tool.Distributional Analysis Tool.Portfolio Optimization.Optimization with Discrete Integer Variables.Forecasting.1. Analytics& #8212 Central Limit Theorem.2. Analytics& #8212 Central Limit Theorem& #8212 Winning Lottery Numbers.3. Analytics& #8212 Flaw of Averages.4. Analytics& #8212 Mathematical Integration Approximation Model.5. Analytics& #8212 Projectile Motion.6. Analytics& #8212 Regression Diagnostics.7. Analytics& #8212 Ships in the Night.8. Analytics& #8212 Statistical Analysis.9. Analytics& #8212 Weighting of Ratios.10. Credit Analysis& #8212 Credit Premium.11. Credit Analysis& #8212 Credit Default Swaps and Credit Spread Options.12. Credit Analysis& #8212 Credit Risk Analysis and Effects on Prices.13. Credit Analysis& #8212 External Debt Ratings and Spread.14. Credit Analysis& #8212 Internal Credit Risk Rating Model.15. Credit Analysis& #8212 Profit Cost Analysis of New Credit.16. Debt Analysis& #8212 Asset-Equity Parity Model.17. Debt Analysis& #8212 Cox Model on Price and Yield of Risky Debt with Mean-Reverting Rates.18. Debt Analysis& #8212 Debt Repayment and Amortization.19. Debt Analysis& #8212 Debt Sensitivity Models.20. Debt Analysis& #8212 Merton Price of Risky Debt with Stochastic Asset and Interest.21. Debt Analysis& #8212 Vasicek Debt Option Valuation.22. Debt Analysis& #8212 Vasicek Price and Yield of Risky Debt.23. Decision Analysis& #8212 Decision Tree Basics.24. Decision Analysis& #8212 Decision Tree with EVPI, Minimax, and Bayes& #8217 Theorem.25. Decision Analysis& #8212 Economic Order Quantity and Inventory Reorder Point.26. Decision Analysis& #8212 Economic Order Quantity and Optimal Manufacturing.27. Decision Analysis& #8212 Expected Utility Analysis.28. Decision Analysis& #8212 Inventory Control.29. Decision Analysis& #8212 Queuing Models.30. Exotic Options& #8212 Accruals on Basket of Assets.31. Exotic Options& #8212 American, Bermudan, and European Options with Sensitivities.32. Exotic Options& #8212 American Call Option on Foreign Exchange.33. Exotic Options& #8212 American Call Options on Index Futures.34. Exotic Options& #8212 American Call Option with Dividends.35. Exotic Options& #8212 Asian Lookback Options Using Arithmetic Averages.36. Exotic Options& #8212 Asian Lookback Options Using Geometric Averages.37. Exotic Options& #8212 Asset or Nothing Options.38. Exotic Options& #8212 Barrier Options.39. Exotic Options& #8212 Binary Digital Options.40. Exotic Options& #8212 Cash or Nothing Options.41. Exotic Options& #8212 Chooser Option (Simple Chooser).42. Exotic Options& #8212 Chooser Option (Complex Chooser).43. Exotic Options& #8212 Commodity Options.44. Exotic Options& #8212 Currency (Foreign Exchange) Options.45. Exotic Options& #8212 Double Bar 60. Exotic Options& #8212 Leptokurtic and Skewed Options.61. Exotic Options& #8212 Lookback with Fixed Strike (Partial Time).62. Exotic Options& #8212 Lookback with Fixed Strike.63. Exotic Options& #8212 Lookback with Floating Strike (Partial Time).64. Exotic Options& #8212 Lookback with Floating Strike.65. Exotic Options& #8212 Min and Max of Two Assets.66. Exotic Options& #8212 Options on Options.67. Exotic Options& #8212 Option Collar.68. Exotic Options& #8212 Perpetual Options.69. Exotic Options& #8212 Range Accruals (Fairway Options).70. Exotic Options& #8212 Simple Chooser.71. Exotic Options& #8212 Spread on Futures.72. Exotic Options& #8212 Supershare Options.73. Exotic Options& #8212 Time Switch Options.74. Exotic Options& #8212 Trading-Day Corrections.75. Exotic Options& #8212 Two-Asset Barrier Options.76. Exotic Options& #8212 Two Asset Cash or Nothing.77. Exotic Options& #8212 Two Correlated Assets Option.78. Exotic Options& #8212 Uneven Dividend Payments Option.79. Exotic Options& #8212 Writer Extendible Option.80. Forecasting& #8212 Data Diagnostics.81. Forecasting& #8212 Econometric, Correlations, and Multiple Regression Modeling.82. Forecasting& #8212 Exponential J-Growth Curves.83. Forecasting& #8212 Forecasting Manual Computations.84. Forecasting& #8212 Linear Interpolation and Nonlinear Spline Extrapolation.85. Forecasting& #8212 Logistic S-Growth Curves.86. Forecasting& #8212 Markov Chains and Market Share.87. Forecasting& #8212 Multiple Regression.88. Forecasting& #8212 Nonlinear Extrapolation and Forecasting.89. Forecasting& #8212 Stochastic Processes, Brownian Motion, Forecast Distribution at Horizon, Jump-Diffusion, and Mean-Reversion.90. Forecasting& #8212 Time-Series ARIMA.91. Forecasting& #8212 Time-Series Analysis.92. Industry Applications& #8212 Biotech Manufacturing Strategy.93. Industry Applications& #8212 Biotech Inlicensing Drug Deal Structuring.94. Industry Applications& #8212 Biotech Investment Valuation.95. Industry Application& #8212 Banking: Integrated Risk Management, Probability of Default, Economic Capital, Value at Risk, and Optimal Bank Portfolios.96. Industry Application& #8212 Electric/Utility: Optimal Power Contract Portfolios.97. Industry Application& #8212 IT& #8212 Information Security Intrusion Risk Management.98. Industry Applications& #8212 Insurance ALM Model.99. Operational Risk& #8212 Queuing Models at Bank Branches.100. Optimization& #8212 Continuous Portfolio Allocation.101. Optimization& #8212 Discrete Project Selection.102. Optimization& #8212 Inventory Optimization.103. Optimization& #8212 Investment Portfolio Allocation.104. Optimization& #8212 Investment Capital Allocation I (Basic Model).105. Optimization& #8212 Investment Capital Allocation II (Advanced Model).106. Optimization& #8212 Military Portfolio and Efficient Frontier.107. Optimization& #8212 Optimal Pricing with Elasticity.108. Optimization& #8212 Optimization of a Harvest Model.109. Optimization& #8212 Optimizing Ordinary Least Squares.110. Optimization& #8212 Stochastic Portfolio Allocation.111. Options Analysis& #8212 Binary Digital Instruments.112. Options Analysis& #8212 Inverse Floater Bond.113. Options Analysis& #8212 Options-Trading Strategies.114. Options Analysis& #8212 Options-Adjusted Spreads Lattice.115. Options Analysis& #8212 Options on Debt.116. Options Analysis& #8212 Five Plain Vanilla Options.117. P Hedging& #8212 Delta Hedging.131. Risk Hedging& #8212 Effects of Fixed versus Floating Rates.132. Risk Hedging& #8212 Foreign Exchange Cash Flow Model.133. Risk Hedging& #8212 Hedging Foreign Exchange Exposure.134. Sensitivity& #8212 Greeks.135. Sensitivity& #8212 Tornado and Sensitivity Charts Linear.136. Sensitivity& #8212 Tornado and Sensitivity Nonlinear.137. Simulation& #8212 Basic Simulation Model.138. Simulation& #8212 Best Surgical Team.139. Simulation& #8212 Correlated Simulation.140. Simulation& #8212 Correlation Effects on Risk.141. Simulation& #8212 Data Fitting.142. Simulation& #8212 Debt Repayment and Amortization.143. Simulation& #8212 Demand Curve and Elasticity Estimation.144. Simulation& #8212 Discounted Cash Flow, Return on Investment, and Volatility Estimates.145. Simulation& #8212 Infectious Diseases.146. Simulation& #8212 Recruitment Budget (Negative Binomial and Multidimensional Simulation).147. Simulation& #8212 Retirement Funding with VBA Macros.148. Simulation& #8212 Roulette Wheel.149. Simulation& #8212 Time Value of Money.150. Six Sigma& #8212 Obtaining Statistical Probabilities, Basic Hypothesis Tests, Confidence Intervals, and Bootstrapping Statistics.151. Six Sigma& #8212 One- and Two-Sample Hypothesis Tests Using t-Tests, Z-Tests, F-Tests, ANOVA, and Nonparametr, Englisch, Ebook.
Advanced Analytical Models: InhaltsangabePreface.Software Applications.Part 1: Modeling Toolkit and Risk Simulator Applications.Introduction to the Modeling Toolkit Software.Introduction to Risk Simulator.Running a Monte Carlo Simulation.Using Forecast Charts and Confidence Intervals.Correlations and Precision Control.Tornado and Sensitivity Tools in Simulation.Sensitivity Analysis.Distributional Fitting: Single Variable and Multiple Variables.Bootstrap Simulation.Hypothesis Testing.Data Extraction, Saving Simulation Results, and Generating Reports.Regression and Forecasting Diagnostic Tool.Statistical Analysis Tool.Distributional Analysis Tool.Portfolio Optimization.Optimization with Discrete Integer Variables.Forecasting.1. Analytics& #8212 Central Limit Theorem.2. Analytics& #8212 Central Limit Theorem& #8212 Winning Lottery Numbers.3. Analytics& #8212 Flaw of Averages.4. Analytics& #8212 Mathematical Integration Approximation Model.5. Analytics& #8212 Projectile Motion.6. Analytics& #8212 Regression Diagnostics.7. Analytics& #8212 Ships in the Night.8. Analytics& #8212 Statistical Analysis.9. Analytics& #8212 Weighting of Ratios.10. Credit Analysis& #8212 Credit Premium.11. Credit Analysis& #8212 Credit Default Swaps and Credit Spread Options.12. Credit Analysis& #8212 Credit Risk Analysis and Effects on Prices.13. Credit Analysis& #8212 External Debt Ratings and Spread.14. Credit Analysis& #8212 Internal Credit Risk Rating Model.15. Credit Analysis& #8212 Profit Cost Analysis of New Credit.16. Debt Analysis& #8212 Asset-Equity Parity Model.17. Debt Analysis& #8212 Cox Model on Price and Yield of Risky Debt with Mean-Reverting Rates.18. Debt Analysis& #8212 Debt Repayment and Amortization.19. Debt Analysis& #8212 Debt Sensitivity Models.20. Debt Analysis& #8212 Merton Price of Risky Debt with Stochastic Asset and Interest.21. Debt Analysis& #8212 Vasicek Debt Option Valuation.22. Debt Analysis& #8212 Vasicek Price and Yield of Risky Debt.23. Decision Analysis& #8212 Decision Tree Basics.24. Decision Analysis& #8212 Decision Tree with EVPI, Minimax, and Bayes& #8217 Theorem.25. Decision Analysis& #8212 Economic Order Quantity and Inventory Reorder Point.26. Decision Analysis& #8212 Economic Order Quantity and Optimal Manufacturing.27. Decision Analysis& #8212 Expected Utility Analysis.28. Decision Analysis& #8212 Inventory Control.29. Decision Analysis& #8212 Queuing Models.30. Exotic Options& #8212 Accruals on Basket of Assets.31. Exotic Options& #8212 American, Bermudan, and European Options with Sensitivities.32. Exotic Options& #8212 American Call Option on Foreign Exchange.33. Exotic Options& #8212 American Call Options on Index Futures.34. Exotic Options& #8212 American Call Option with Dividends.35. Exotic Options& #8212 Asian Lookback Options Using Arithmetic Averages.36. Exotic Options& #8212 Asian Lookback Options Using Geometric Averages.37. Exotic Options& #8212 Asset or Nothing Options.38. Exotic Options& #8212 Barrier Options.39. Exotic Options& #8212 Binary Digital Options.40. Exotic Options& #8212 Cash or Nothing Options.41. Exotic Options& #8212 Chooser Option (Simple Chooser).42. Exotic Options& #8212 Chooser Option (Complex Chooser).43. Exotic Options& #8212 Commodity Options.44. Exotic Options& #8212 Currency (Foreign Exchange) Options.45. Exotic Options& #8212 Double Bar 60. Exotic Options& #8212 Leptokurtic and Skewed Options.61. Exotic Options& #8212 Lookback with Fixed Strike (Partial Time).62. Exotic Options& #8212 Lookback with Fixed Strike.63. Exotic Options& #8212 Lookback with Floating Strike (Partial Time).64. Exotic Options& #8212 Lookback with Floating Strike.65. Exotic Options& #8212 Min and Max of Two Assets.66. Exotic Options& #8212 Options on Options.67. Exotic Options& #8212 Option Collar.68. Exotic Options& #8212 Perpetual Options.69. Exotic Options& #8212 Range Accruals (Fairway Options).70. Exotic Options& #8212 Simple Chooser.71. Exotic Options& #8212 Spread on Futures.72. Exotic Options& #8212 Supershare Options.73. Exotic Options& #8212 Time Switch Options.74. Exotic Options& #8212 Trading-Day Corrections.75. Exotic Options& #8212 Two-Asset Barrier Options.76. Exotic Options& #8212 Two Asset Cash or Nothing.77. Exotic Options& #8212 Two Correlated Assets Option.78. Exotic Options& #8212 Uneven Dividend Payments Option.79. Exotic Options& #8212 Writer Extendible Option.80. Forecasting& #8212 Data Diagnostics.81. Forecasting& #8212 Econometric, Correlations, and Multiple Regression Modeling.82. Forecasting& #8212 Exponential J-Growth Curves.83. Forecasting& #8212 Forecasting Manual Computations.84. Forecasting& #8212 Linear Interpolation and Nonlinear Spline Extrapolation.85. Forecasting& #8212 Logistic S-Growth Curves.86. Forecasting& #8212 Markov Chains and Market Share.87. Forecasting& #8212 Multiple Regression.88. Forecasting& #8212 Nonlinear Extrapolation and Forecasting.89. Forecasting& #8212 Stochastic Processes, Brownian Motion, Forecast Distribution at Horizon, Jump-Diffusion, and Mean-Reversion.90. Forecasting& #8212 Time-Series ARIMA.91. Forecasting& #8212 Time-Series Analysis.92. Industry Applications& #8212 Biotech Manufacturing Strategy.93. Industry Applications& #8212 Biotech Inlicensing Drug Deal Structuring.94. Industry Applications& #8212 Biotech Investment Valuation.95. Industry Application& #8212 Banking: Integrated Risk Management, Probability of Default, Economic Capital, Value at Risk, and Optimal Bank Portfolios.96. Industry Application& #8212 Electric/Utility: Optimal Power Contract Portfolios.97. Industry Application& #8212 IT& #8212 Information Security Intrusion Risk Management.98. Industry Applications& #8212 Insurance ALM Model.99. Operational Risk& #8212 Queuing Models at Bank Branches.100. Optimization& #8212 Continuous Portfolio Allocation.101. Optimization& #8212 Discrete Project Selection.102. Optimization& #8212 Inventory Optimization.103. Optimization& #8212 Investment Portfolio Allocation.104. Optimization& #8212 Investment Capital Allocation I (Basic Model).105. Optimization& #8212 Investment Capital Allocation II (Advanced Model).106. Optimization& #8212 Military Portfolio and Efficient Frontier.107. Optimization& #8212 Optimal Pricing with Elasticity.108. Optimization& #8212 Optimization of a Harvest Model.109. Optimization& #8212 Optimizing Ordinary Least Squares.110. Optimization& #8212 Stochastic Portfolio Allocation.111. Options Analysis& #8212 Binary Digital Instruments.112. Options Analysis& #8212 Inverse Floater Bond.113. Options Analysis& #8212 Options-Trading Strategies.114. Options Analysis& #8212 Options-Adjusted Spreads Lattice.115. Options Analysis& #8212 Options on Debt.116. Options Analysis& #8212 Five Plain Vanilla Options.117. P Hedging& #8212 Delta Hedging.131. Risk Hedging& #8212 Effects of Fixed versus Floating Rates.132. Risk Hedging& #8212 Foreign Exchange Cash Flow Model.133. Risk Hedging& #8212 Hedging Foreign Exchange Exposure.134. Sensitivity& #8212 Greeks.135. Sensitivity& #8212 Tornado and Sensitivity Charts Linear.136. Sensitivity& #8212 Tornado and Sensitivity Nonlinear.137. Simulation& #8212 Basic Simulation Model.138. Simulation& #8212 Best Surgical Team.139. Simulation& #8212 Correlated Simulation.140. Simulation& #8212 Correlation Effects on Risk.141. Simulation& #8212 Data Fitting.142. Simulation& #8212 Debt Repayment and Amortization.143. Simulation& #8212 Demand Curve and Elasticity Estimation.144. Simulation& #8212 Discounted Cash Flow, Return on Investment, and Volatility Estimates.145. Simulation& #8212 Infectious Diseases.146. Simulation& #8212 Recruitment Budget (Negative Binomial and Multidimensional Simulation).147. Simulation& #8212 Retirement Funding with VBA Macros.148. Simulation& #8212 Roulette Wheel.149. Simulation& #8212 Time Value of Money.150. Six Sigma& #8212 Obtaining Statistical Probabilities, Basic Hypothesis Tests, Confidence Intervals, and Bootstrapping Statistics.151. Six Sigma& #8212 One- and Two-Sample Hypothesis Tests Using t-Tests, Z-Tests, F-Tests, ANOVA, and Nonparametr, Englisch, Ebook.
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Advanced Analytical Models
EN NW EB DLISBN: 9780470258118 bzw. 047025811X, in Englisch, Wiley, Vereinigte Staaten von Amerika, neu, E-Book, elektronischer Download.
Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond, Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond.
3
Advanced Analytical Models
EN NWISBN: 9780470258118 bzw. 047025811X, in Englisch, John Wiley & Sons Inc, neu.
If you're seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you with all the tools you need to quantitatively assess risk in a range of areas, whether you are a risk manager, business decision-maker, or investor.
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Advanced Analytical Models als eBook Download von
EN NW EBISBN: 9780470258118 bzw. 047025811X, in Englisch, John Wiley & Sons, neu, E-Book.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
5
Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond (2008)
EN NW EB DLISBN: 9780470258118 bzw. 047025811X, in Englisch, John Wiley & Sons, Inc. John Wiley & Sons, Inc. John Wiley & Sons, Inc. neu, E-Book, elektronischer Download.
Lieferung aus: Frankreich, in-stock.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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