Besplatna dostava putem Box Now paketomata i Overseas kurirske službe iznad 69,99 €.

Provjerite status narudžbe

Pridružite se zajednici ljubitelja knjige iz cijelog svijeta i ostvarite mnoštvo pogodnosti. Izradite besplatni račun

Besplatna dostava Overseas kurirskom službom iznad 69.99 €

DPD kurir 3.99 € DPD točka 3.49 € GLS Kurir 4.99 € GLS paketomat 3.99 € Hrvatska pošta 4.99 € Dostava Overseas 4.99 € Box Now 4.49 €

Kontakt

Kako kupovati

Pomoć

Moj račun

▸ Prazno :-(

Besplatna dostava putem Box Now paketomata i Overseas kurirske službe iznad 69,99 €.

Correlation Structure and Application In Incremental Risk Charge

Name: Correlation Structure and Application In Incremental Risk Charge
Brand: LAP Lambert Academic Publishing
SKU: 18256440
Price: 32.0 EUR
Availability: InStock
Author: Ngo Hoa
ISBN: 9783659694936

Ngo Hoa

Jezik

Engleski

Knjiga Meki uvez

Libristo kod: 18256440

Nakladnici LAP Lambert Academic Publishing, studeni 2016

Correlation structure is one of the most common problem in calculating Incremental Risk Charge (IRC)... Cijeli opis

Libristo kod: 18256440

78 b

32.00 €

Vanjske zalihe Šaljemo za 8-11 dana

Do 30 dana za povrat

Kupci su kupili i

Luciole I Muvrini

Audio CD

15.74 €

Historias increíbles RICARDO BECERRO DE BENGOA

Meki uvez

20.28 €

Українсько-Грецький тематичний словник - 5000 слів Andrey Taranov

Meki uvez

12.01 €

EXPIACION VON ARNIM

Knjiga

34.82 €

Coco Chanel Justine Picardie

Audio CD

14.43 €

Kommentar Zum Neuen Testament Aus Talmud Und Midrasch V1, Part 1: Das Evangelium Nach Matthaus (1922) Hermann Leberecht Strack

Meki uvez

49.46 €

Marseille Christian Morel De Sarcus

Meki uvez

8.07 €

Jong-e Zaman 6 Mansour Koushan

Meki uvez

14.83 €

Impulso de La Paz y de La Memoria de Las Victimas del Terrorismo José Luis de la Cuesta Arzamendi

Meki uvez

87.03 €

Rettet die tropischen Regenwalder! Unterrichtsstunde fur eine achte Klasse Jan Werner

Meki uvez

12.61 €

FARSI 1 Jawad S. Waladan

Meki uvez

20.89 €

Correlation structure is one of the most common problem in calculating Incremental Risk Charge (IRC). After we figure out model construction with correlation structure, we will simulate the migration of issuers in trading book portfolio. Then we will simulate the rating of issuers at the over roll time depend on Basel requirements. The extension of such a model that computes the capital charge for a portfolio of corporate bonds, sovereign bonds and some products in trading book is described in this thesis. Finally, we do some experiments with real data sample from Bloomberg and to find IRC for real portfolio and discuss about some results.