Six Sigma DMAIC and Markov Chain Monte Carlo applications to financial risk management

Vojo Bubevski

"This book elaborates on Six Sigma DMAIC and Markov Chain Monte Carlo applications to Financial Risk Management. The Financial Risk Management with Six Sigma DMAIC is improved with Sensitivity Analysis and What-If Analysis. In addition, the book is enhanced with Markov Chain Monte Carlo for Price Evolution."

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Year of publication:	[2024]
Authors:	Bubevski, Vojo
Publisher:	Hershey, PA, USA : Business Science Reference
Subject:	Risikomanagement \| Risk management \| Markov-Kette \| Markov chain \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Qualitätsmanagement \| Quality management \| Finanzsektor \| Financial sector
Description of contents:	Table of Contents [gbv.de]

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Extent:	xl, 299 Seiten Illustrationen
Series:	Advances in finance, accounting, and economics (AFAE) book series Premier reference source
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index Six Sigma quotation process -- Six Sigma DMAIC yield analysis -- Six Sigma DMAIC failure rate -- Six Sigma DMAIC failure rate with RiskTheo -- Financial statements prediction -- New products profitability analysis -- Banks' credit losses analysis -- Discounted cash flow projections -- Comprehensive investment risk assessment -- Risk assessment in investment portfolio -- Estimating loan interest rates and payments -- Bank loan portfolio credit risk analysis -- Price evolution with Markov Chain Monte Carlo -- Financial risk management future directions.
ISBN:	979-8-3693-3787-5 ; 979-8-3693-3788-2
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014578401