LIBROS DEL AUTOR: wim schoutens

4 resultados para LIBROS DEL AUTOR: wim schoutens

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  • Financial Risk Management for Cryptocurrencies
    Eline Van der Auwera / Marco Petracco Giudici / Wim Schoutens
    This book explores the emerging field of risk management and risk analysis of cryptocurrencies, an area that has been generating considerable research. It begins by providing an introduction to digital finance and the concept of cryptocurrencies and blockchain technologies. It then describes in detail the intrinsic risks involved in cryptocurrencies, an area that, to date, has ...
    Disponible

    80,39 €

  • The Risk Management of Contingent Convertible (CoCo) Bonds
    Ine Marquet / Jan De Spiegeleer / Wim Schoutens
    This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio, typically in terms of the Common Equity Tier 1 (CET...
    Disponible

    80,35 €

  • Quantitative Assessment of Securitisation Deals
    Francesca Campolongo / Henrik Jönsson / Wim Schoutens
    The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertain...
    Disponible

    68,12 €

  • Stochastic Processes and Orthogonal Polynomials
    Wim Schoutens
    It has been known for a long time that there is a close connection between stochastic processes and orthogonal polynomials. For example, N. Wiener [112] and K. Ito [56] knew that Hermite polynomials play an important role in the integration theory with respect to Brownian motion. In the 1950s D. G. Kendall [66], W. Ledermann and G. E. H. Reuter [67] [...
    Disponible

    134,43 €