Language: English
Published by Karlsruhe, 2005
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Broschiert. Condition: Gut. 252 Seiten; Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache Sprache: Englisch Gewicht in Gramm: 400.
gebundene Ausgabe. Condition: Gut. 266 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 595.
Language: English
Published by Amsterdam, Academic Press - Elevier (= Academic Press Advanced Finance Series) 2009, 2009
ISBN 10: 0123736838 ISBN 13: 9780123736833
Seller: Antiquariat Orban & Streu GbR, Frankfurt am Main, Germany
First Edition
Erstausgabe, 8°, 280 S., Sprache: englisch, farbig illustr. original Pappband (Hardcover), Zustand wie frisch aus der Buchhandlung. Abholung im Ladengeschäft in Frankfurt am Main (Nordend ggü. Musterschule) möglich. Das spart die Portokosten. Pickup at the store in Frankfurt am Main (Nordend, close to Musterschule) is possible. It saves the shipping costs.
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9780123736833.
Language: English
Published by Academic Press 2009-01-15, 2009
ISBN 10: 0123736838 ISBN 13: 9780123736833
Seller: Chiron Media, Wallingford, United Kingdom
£ 58.52
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Add to basketHardcover. Condition: New.
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. pp. 280 Illus.
Condition: New.
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp. 280.
Language: English
Published by Elsevier Science Publishing Co Inc, 2008
ISBN 10: 0123736838 ISBN 13: 9780123736833
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
£ 72.58
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Add to basketHardback. Condition: New. New copy - Usually dispatched within 4 working days.
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. pp. 280.
Condition: As New. Unread book in perfect condition.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 83.05
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Add to basketCondition: New. In.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: As New. Unread book in perfect condition.
Language: German
Publication Date: 1988
Seller: Antiquariat Armebooks, Frankfurt am Main, Germany
cassette. Condition: Sehr gut. Seiten; Kassette - 124 KL-WOA7-RORF Sprache: Deutsch Gewicht in Gramm: 500.
Seller: moluna, Greven, Germany
Gebunden. Condition: New. Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II One aspect of these ratings systems is credit migra.
Condition: new. Questo è un articolo print on demand.
Hardcover. Condition: Brand New. illustrated edition. 280 pages. 9.10x6.00x0.90 inches. In Stock. This item is printed on demand.
Language: English
Published by Elsevier Science Publishing Co Inc, 2008
ISBN 10: 0123736838 ISBN 13: 9780123736833
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
£ 96.31
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Add to basketHardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Language: English
Published by Elsevier Inc Jan 2009, 2009
ISBN 10: 0123736838 ISBN 13: 9780123736833
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this, sophisticated credit risk models are being developed or demanded by banks to assess the risk of their credit portfolio better by recognizing the different underlying sources of risk. As a consequence, not only default probabilities for certain rating categories but also the probabilities of moving from one rating state to another are important issues in such models for risk management and pricing. It is widely accepted that rating migrations and default probabilities show significant variations through time due to macroeconomics conditions or the business cycle. These changes in migration behavior may have a substantial impact on the value-at-risk (VAR) of a credit portfolio or the prices of credit derivatives such as collateralized debt obligations (D+CDOs). In Rating Based Modeling of Credit Risk the authors develop a much more sophisticated analysis of migration behavior. Their contribution of more sophisticated techniques to measure and forecast changes in migration behavior as well as determining adequate estimators for transition matrices is a major contribution to rating based credit modeling. 280 pp. Englisch.
Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this, sophisticated credit risk models are being developed or demanded by banks to assess the risk of their credit portfolio better by recognizing the different underlying sources of risk. As a consequence, not only default probabilities for certain rating categories but also the probabilities of moving from one rating state to another are important issues in such models for risk management and pricing. It is widely accepted that rating migrations and default probabilities show significant variations through time due to macroeconomics conditions or the business cycle. These changes in migration behavior may have a substantial impact on the value-at-risk (VAR) of a credit portfolio or the prices of credit derivatives such as collateralized debt obligations (D+CDOs). In Rating Based Modeling of Credit Risk the authors develop a much more sophisticated analysis of migration behavior. Their contribution of more sophisticated techniques to measure and forecast changes in migration behavior as well as determining adequate estimators for transition matrices is a major contribution to rating based credit modeling.