LIBROS DEL AUTOR: david jamieson bolder

3 resultados para LIBROS DEL AUTOR: david jamieson bolder

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  • Modelling Economic Capital
    David Jamieson Bolder
    How might one determine if a financial institution is taking risk in a balanced and productive manner? A powerful tool to address this question is economic capital, which is a model-based measure of the amount of equity that an entity must hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk dimension, pragmatically...
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    113,55 €

  • Credit-Risk Modelling
    David Jamieson Bolder
    The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical and statistical discussion of a broad rang...
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    82,37 €

  • Fixed-Income Portfolio Analytics
    David Jamieson Bolder
    The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Final...
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    88,03 €