找回密碼
 To register

QQ登錄

只需一步,快速開始

掃一掃,訪問微社區(qū)

打印 上一主題 下一主題

Titlebook: Integrated Risk Management of Non-Maturing Accounts; Practical Applicatio Jeffry Stra?er Book 2014 Springer Fachmedien Wiesbaden 2014 Funds

[復(fù)制鏈接]
查看: 36908|回復(fù): 36
樓主
發(fā)表于 2025-3-21 17:18:18 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Integrated Risk Management of Non-Maturing Accounts
副標(biāo)題Practical Applicatio
編輯Jeffry Stra?er
視頻videohttp://file.papertrans.cn/469/468632/468632.mp4
概述Study in the field of economic sciences.Includes supplementary material:
叢書名稱BestMasters
圖書封面Titlebook: Integrated Risk Management of Non-Maturing Accounts; Practical Applicatio Jeffry Stra?er Book 2014 Springer Fachmedien Wiesbaden 2014 Funds
描述?Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank’s funding. The modelling for their risk management and pricing is a challenging yet crucial task in today’s asset/liability management, with increasing computational power allowing for new approaches. Jeffry Stra?er outlines an implementation of a state-of-the-art dynamic replication model in detail. A case study with recent data supports the expected superiority of the model. Additionally, it provides tangible recommendations for model specifications derived from practical and mathematical consideration, as well as empirical findings. Practitioners will appreciate the comprehensive programming code attached.
出版日期Book 2014
關(guān)鍵詞Funds Transfer Pricing; Multistage Stochastic Program; Non-Maturing Accounts; R Programming; Replicating
版次1
doihttps://doi.org/10.1007/978-3-658-04903-4
isbn_softcover978-3-658-04902-7
isbn_ebook978-3-658-04903-4Series ISSN 2625-3577 Series E-ISSN 2625-3615
issn_series 2625-3577
copyrightSpringer Fachmedien Wiesbaden 2014
The information of publication is updating

書目名稱Integrated Risk Management of Non-Maturing Accounts影響因子(影響力)




書目名稱Integrated Risk Management of Non-Maturing Accounts影響因子(影響力)學(xué)科排名




書目名稱Integrated Risk Management of Non-Maturing Accounts網(wǎng)絡(luò)公開度




書目名稱Integrated Risk Management of Non-Maturing Accounts網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Integrated Risk Management of Non-Maturing Accounts被引頻次




書目名稱Integrated Risk Management of Non-Maturing Accounts被引頻次學(xué)科排名




書目名稱Integrated Risk Management of Non-Maturing Accounts年度引用




書目名稱Integrated Risk Management of Non-Maturing Accounts年度引用學(xué)科排名




書目名稱Integrated Risk Management of Non-Maturing Accounts讀者反饋




書目名稱Integrated Risk Management of Non-Maturing Accounts讀者反饋學(xué)科排名




單選投票, 共有 0 人參與投票
 

0票 0%

Perfect with Aesthetics

 

0票 0%

Better Implies Difficulty

 

0票 0%

Good and Satisfactory

 

0票 0%

Adverse Performance

 

0票 0%

Disdainful Garbage

您所在的用戶組沒有投票權(quán)限
沙發(fā)
發(fā)表于 2025-3-21 22:03:52 | 只看該作者
Jeffry Stra?eref?hrlich; die Vorstandsmitglieder ergehen sich in Ressortstreitigkeiten, w?hrend sie die entscheidende Frage zu kl?ren haben, wie das Unternehmen bei den ver?nderten Bedingungen am Markt neu positioniert werden soll. Bei allen genannten Beispielen verh?lt es sich etwa so, als ob L?wen ihre Rangordn
板凳
發(fā)表于 2025-3-22 01:19:52 | 只看該作者
Integrated Risk Management of Non-Maturing AccountsPractical Applicatio
地板
發(fā)表于 2025-3-22 07:46:52 | 只看該作者
Setting up a Multistage Stochastic Program,sk factor models. Subsequently, future paths of the risk factors can be easily calculated, taking the stochastic factors from the scenario tree as input. To make the whole model framework computationally tractable, a certain complexity reduction technique will be applied to the MSP or more precisely to the scenario generation procedure.
5#
發(fā)表于 2025-3-22 10:14:32 | 只看該作者
6#
發(fā)表于 2025-3-22 14:36:41 | 只看該作者
7#
發(fā)表于 2025-3-22 17:18:14 | 只看該作者
8#
發(fā)表于 2025-3-22 22:13:11 | 只看該作者
9#
發(fā)表于 2025-3-23 04:16:44 | 只看該作者
10#
發(fā)表于 2025-3-23 06:42:03 | 只看該作者
Setting up a Multistage Stochastic Program,the constraints of the optimization procedure. Once this is done, a scenario tree will be generated, which predefines the stochastic factors of the risk factor models. Subsequently, future paths of the risk factors can be easily calculated, taking the stochastic factors from the scenario tree as inp
 關(guān)于派博傳思  派博傳思旗下網(wǎng)站  友情鏈接
派博傳思介紹 公司地理位置 論文服務(wù)流程 影響因子官網(wǎng) 吾愛論文網(wǎng) 大講堂 北京大學(xué) Oxford Uni. Harvard Uni.
發(fā)展歷史沿革 期刊點(diǎn)評(píng) 投稿經(jīng)驗(yàn)總結(jié) SCIENCEGARD IMPACTFACTOR 派博系數(shù) 清華大學(xué) Yale Uni. Stanford Uni.
QQ|Archiver|手機(jī)版|小黑屋| 派博傳思國(guó)際 ( 京公網(wǎng)安備110108008328) GMT+8, 2025-10-6 22:39
Copyright © 2001-2015 派博傳思   京公網(wǎng)安備110108008328 版權(quán)所有 All rights reserved
快速回復(fù) 返回頂部 返回列表
囊谦县| 嘉鱼县| 太康县| 昌黎县| 凉城县| 西丰县| 孟津县| 永善县| 合阳县| 道真| 雷山县| 安国市| 乌鲁木齐县| 大埔区| 克拉玛依市| 治县。| 天津市| 碌曲县| 宜都市| 高尔夫| 伊春市| 北京市| 青河县| 平山县| 平塘县| 腾冲县| 德惠市| 尤溪县| 丰镇市| 五河县| 永清县| 黄浦区| 武宣县| 宿松县| 东光县| 醴陵市| 南通市| 凌海市| 太谷县| 治多县| 丰县|