2012, ISBN: 9783642297205

[ED: Taschenbuch], [PU: Springer Berlin], The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that … Meer...

[ED: Taschenbuch], [PU: Springer Berlin], 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 uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 112, [GW: 233g], sofortueberweisung.de, PayPal, Banküberweisung<

2013, ISBN: 9783642297205

[ED: Softcover], [PU: Springer, Berlin], The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that c… Meer...

[ED: Softcover], [PU: Springer, Berlin], 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 uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models._ 2013. 2012. xxi, 112 S. 4 SW-Abb., 28 Farbabb. 235 mm Sofort lieferbar, DE, [SC: 0.00], Neuware, gewerbliches Angebot, Offene Rechnung (Vorkasse vorbehalten)<

2012, ISBN: 364229720X

[EAN: 9783642297205], Neubuch, [PU: Springer-Verlag Gmbh Sep 2012], FINANZIERUNG; FINANZMATHEMATIK; MATHEMATIK / FINANZWIRTSCHAFT;, Neuware - The book draws on current research on model r… Meer...

[EAN: 9783642297205], Neubuch, [PU: Springer-Verlag Gmbh Sep 2012], FINANZIERUNG; FINANZMATHEMATIK; MATHEMATIK / FINANZWIRTSCHAFT;, Neuware - 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 uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models._ 112 pp. Englisch<

2012, ISBN: 364229720X

Kartoniert / Broschiert Finanzmathematik, Mathematik / Finanzmathematik, Finanzwirtschaft, Mathematik, Spieltheorie (mathematisch), Finanz, Finanzen, Angewandte Mathematik, mit Schutzums… Meer...

Kartoniert / Broschiert Finanzmathematik, Mathematik / Finanzmathematik, Finanzwirtschaft, Mathematik, Spieltheorie (mathematisch), Finanz, Finanzen, Angewandte Mathematik, mit Schutzumschlag neu, [PU:Springer-Verlag GmbH; Springer Berlin]<

2012, ISBN: 9783642297205

2013, Softcover, Buch, [PU: Springer Berlin]