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Johannes Laser: Geld, Kredit und Währung
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De Gruyter Studium

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Stand: 12.04.2017
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Johannes Laser: Geld, Kredit und Währung
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Laser, Johannes: Geld, Kredit und Währung
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Geld, Kredit und WaehrungTheory, Waehrung, Economics, Waehrungspolitik, BUSINESS & ECONOMICS

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Stand: 15.05.2017
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Laser, Johannes: Geld, Kredit und Währung
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De Gruyter Studium. 2nd updated and expanded edition.

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Stand: 12.03.2017
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Geld, Kredit und Währung als Buch von Johannes ...
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Geld, Kredit und Währung:De Gruyter Studium. 2nd updated and expanded edition. Johannes Laser

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Stand: 17.03.2017
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Geld, Kredit und Währung
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This textbook elucidates the complex interconnections between money, capital, and credit markets as well as the influence of exchange rate systems. The new edition discusses the impacts of freedom of movement for workers and current developments in the sovereign debt crisis. Das Lehrbuch erklärt die komplexen Zusammenhänge auf den Geld-, Kapital- und Kreditmärkten sowie den Einfluss von Wechselkurssystemen. In der Neuauflage wird auf die Auswirkungen der Arbeitnehmerfreizügigkeit und auf den EUR-Währungsraum eingegangen.

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Stand: 06.04.2017
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Credit Risk Measurement: New Approaches to Valu...
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The single most important topic in finance today is the art and science of credit risk management. Growing dissatisfaction with traditional credit risk measurement methods has combined with regulations imposed by the Bank for International Settlements (BIS) in 1993 to send numerous financial institutions in search of alternative ´´internal model´´ approaches to measuring the credit risk of a loan or portfolio of loans. This has led to a raging debate over whether internal models can replace regulatory models, and which areas of credit risk measurement and management are most amenable to internal models. Much of this highly technical debate, however, has been inaccessible to the interested practitioner, student, economist, or regulator-until now. In Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, Anthony Saunders invites a wider audience into the debate. Simplifying many of the technical details and analytics surrounding internal models, he concentrates on their underlying economics and economic intuition. Professor Saunders examines the approaches of these new models to the evaluation of individual borrower credit risk, portfolio credit risk, and derivative contracts. The alternative models explored include: * Loans as options and the KMV model * The VAR approach: J. P. Morgan´s CreditMetrics and other models * The macro simulation approach: the McKinsey and other models * The risk-neutral valuation approach: KPMG´s Loan Analysis System (LAS) and other models * The insurance approach: mortality models and CSFP credit risk plus model * Back testing and stress testing credit risk models * RAROC models With its comprehensive coverage, summary, and comparison of new internal model approaches along with clear explanations of often complex material, Credit Risk Measurement is an indispensable resource for bankers, academics and students, economists, and regulators.

Anbieter: Bol.de
Stand: 24.05.2017
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Credit Risk Measurement: New Approaches to Valu...
67,00 € *
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The single most important topic in finance today is the art and science of credit risk management. Growing dissatisfaction with traditional credit risk measurement methods has combined with regulations imposed by the Bank for International Settlements (BIS) in 1993 to send numerous financial institutions in search of alternative ´´internal model´´ approaches to measuring the credit risk of a loan or portfolio of loans. This has led to a raging debate over whether internal models can replace regulatory models, and which areas of credit risk measurement and management are most amenable to internal models. Much of this highly technical debate, however, has been inaccessible to the interested practitioner, student, economist, or regulator-until now. In Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, Anthony Saunders invites a wider audience into the debate. Simplifying many of the technical details and analytics surrounding internal models, he concentrates on their underlying economics and economic intuition. Professor Saunders examines the approaches of these new models to the evaluation of individual borrower credit risk, portfolio credit risk, and derivative contracts. The alternative models explored include: * Loans as options and the KMV model * The VAR approach: J. P. Morgan´s CreditMetrics and other models * The macro simulation approach: the McKinsey and other models * The risk-neutral valuation approach: KPMG´s Loan Analysis System (LAS) and other models * The insurance approach: mortality models and CSFP credit risk plus model * Back testing and stress testing credit risk models * RAROC models With its comprehensive coverage, summary, and comparison of new internal model approaches along with clear explanations of often complex material, Credit Risk Measurement is an indispensable resource for bankers, academics and students, economists, and regulators.

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Stand: 24.05.2017
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Credit Risk Measurement: New Approaches to Valu...
73,99 € *
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The single most important topic in finance today is the art and science of credit risk management. Growing dissatisfaction with traditional credit risk measurement methods has combined with regulations imposed by the Bank for International Settlements (BIS) in 1993 to send numerous financial institutions in search of alternative ´´internal model´´ approaches to measuring the credit risk of a loan or portfolio of loans. This has led to a raging debate over whether internal models can replace regulatory models, and which areas of credit risk measurement and management are most amenable to internal models. Much of this highly technical debate, however, has been inaccessible to the interested practitioner, student, economist, or regulator-until now. In Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, Anthony Saunders invites a wider audience into the debate. Simplifying many of the technical details and analytics surrounding internal models, he concentrates on their underlying economics and economic intuition. Professor Saunders examines the approaches of these new models to the evaluation of individual borrower credit risk, portfolio credit risk, and derivative contracts. The alternative models explored include: * Loans as options and the KMV model * The VAR approach: J. P. Morgan´s CreditMetrics and other models * The macro simulation approach: the McKinsey and other models * The risk-neutral valuation approach: KPMG´s Loan Analysis System (LAS) and other models * The insurance approach: mortality models and CSFP credit risk plus model * Back testing and stress testing credit risk models * RAROC models With its comprehensive coverage, summary, and comparison of new internal model approaches along with clear explanations of often complex material, Credit Risk Measurement is an indispensable resource for bankers, academics and students, economists, and regulators.

Anbieter: Thalia.de
Stand: 24.05.2017
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Bewertung von Optionen und bonitätsrisikobehaft...
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Die vorliegende Arbeit wurde am Fachbereich Wirtschafts­ wissenschaften der Universitat Hamburg als Dissertation eingereicht. Dies ware nicht ohne die mir von verschiede­ nen Seiten zuteil gewordene Untersttitzung moglich gewesen. Ich danke besonders meinem Doktorvater, Herrn Professor Dr. Hartmut Schmidt, der mich bei der Themenwahl und der Anfertigung der Arbeit stets mit wertvollen Anregungen und Hinweisen forderte und die Arbeit in seine Schriften­ reihe aufnahm, und auch Herrn Professor Dr. Helmut Lipfert ftir die Ubernahme des Korreferats. Dankbar bin ich meinen Freunden und Kollegen Dipl.-Kfm. Andreas Dohrmann, der mit mir jederzeit engagiert und in­ tensiv tiber den Aufbau der Arbeit und Detailfragen disku­ tierte, Dipl.-Kfm.Dipl.-Hdl. Wolfgang BeBler, M.B.A., der mich bei der Themensuche und dem Literaturstudium unter­ sttitzte, sowie Dipl.-Kfm. Axel-Michael Schroder und Dipl.­ Kfm. Heinrich Brakmann, die Teile des Manuskripts lasen und kompetent kommentierten. Eine finanzielle Forderung der Dissertation verdanke ich der Stiftung des Vereins der Mitglieder der Wertpapier­ borse in Hamburg. Ganz herzlich danke ich aber meiner Frau Susanne, die den GroBteil der Schreibarbeiten Ubernahm und mir in schwie­ rigen Phasen immer wieder Zuversicht gab, sowie meinen Eltern und Schwiegereltern fUr ihre tatkraftige und finan­ zielle UnterstUtzung.

Anbieter: Thalia.de
Stand: 07.04.2017
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