Torresetti roberto (16 resultados)
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Librería: HPB-Red, Dallas, TX, Estados Unidos de AmericaHPB-Red
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Aceptable
EUR 8,97
Envío por EUR 3,30Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
paperback. Condición: 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.
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Librería: Zubal-Books, Since 1961, Cleveland, OH, Estados Unidos de AmericaZubal-Books, Since 1961
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EUR 11,81
Envío por EUR 3,96Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: 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.
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series)
Brigo, Damiano and Pallavicini, Andrea and Torresetti, Roberto
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Librería: Greener Books, London, Reino UnidoGreener Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Usado - Bueno
EUR 4,33
Envío por EUR 23,42Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: Used; Very Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books.
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Librería: AwesomeBooks, Wallingford, Reino UnidoAwesomeBooks
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EUR 29,97
Envío por EUR 4,83Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: Very Good. Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series): 512 This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the sp…ine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .
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Librería: Bahamut Media, Reading, Reino UnidoBahamut Media
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Bueno
EUR 29,97
Envío por EUR 8,17Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: 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.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 37,74
Envío por EUR 2,32Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 40,14
Gastos de envío gratisSe envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Paperback. Condición: 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,… claiming 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.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 38,11
Envío por EUR 2,32Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 38,12
Envío por EUR 14,03Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. In.
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 45,80
Envío por EUR 7,61Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New. pp. 176.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 36,32
Envío por EUR 17,57Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 55,43
Envío por EUR 3,51Se envía dentro de Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New. pp. 176.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 41,11
Envío por EUR 17,57Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
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Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
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EUR 59,76
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
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Librería: MARCIAL PONS LIBRERO, MADRID, M, EspañaMARCIAL PONS LIBRERO
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EUR 47,90
Envío por EUR 21,00Se envía de España a Estados Unidos de AmericaCantidad disponible: 1 disponibles
TAPA BLANDA. Condición: New.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 36,33
Envío por EUR 76,12Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Paperback. Condición: 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,… claiming 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.
