Integrated Risk Management of Non-Maturing Accounts : Practical Application and Testing of a Dynamic Replication Model

by Jeffry Straßer

Modelling of risk factors -- Setting up a multistage stochastic program -- Model output and performance analysis -- Full program code for all described steps in open-source statistical programming language R.

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Year of publication:	2014
Authors:	Straßer, Jeffry
Publisher:	Wiesbaden : Springer Fachmedien Wiesbaden
Subject:	Bank \| Portfolio-Management \| Portfolio selection \| Risikomanagement \| Risk management \| Stochastischer Prozess \| Stochastic process
Description of contents:	Description [swbplus.bsz-bw.de]

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Extent:	Online-Ressource (XVII, 116 p. 19 illus, online resource)
Series:	BestMasters SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based upon print version of record Modelling of risk factorsSetting up a multistage stochastic program -- Model output and performance analysis -- Full program code for all described steps in open-source statistical programming language R.
ISBN:	978-3-658-04903-4 ; 978-3-658-04902-7
Other identifiers:	10.1007/978-3-658-04903-4 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014017449