Найти книгу: "Market Risk Analysis, Value at Risk Models"

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III, knowledge of pricing and hedging financial instruments and of mapping portfolios of similar instruments to risk factors. A unifying characteristic of the series is the pedagogical approach to practical examples that are relevant to market risk analysis in practice. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Parametric linear value at risk (VaR)models: normal, Student t and normal mixture and their expected tail loss (ETL); New formulae for VaR based on autocorrelated returns; Historical simulation VaR models: how to scale historical VaR and volatility adjusted historical VaR; Monte Carlo simulation VaR models based on multivariate normal and Student t distributions, and based on copulas; Examples and case studies of numerous applications to interest rate sensitive, equity, commodity and international portfolios; Decomposition of systematic VaR of large portfolios into standard alone and marginal VaR components; Backtesting and the assessment of risk model risk; Hypothetical factor push and historical stress tests, and stress testing based on VaR and ETL.

Content

Actions in emergency situations

• Engine overheating actions
• Starting the engine from the battery of another car
• Fuse replacement
• Wheel replacement
• Towing a car

Daily checks and troubleshooting Instruction manual

• General information
• Locking and unlocking locks
• Seats and seat belts
• Instruments and controls

Precautions and safety rules when working on a car Basic tools, measuring instruments and methods of working with them

• Basic set of necessary tools
• Methods of working with measuring devices

Engine

• Technical specifications
• Petrol engines in volume of 1.3 l and 1.5 l (135)
• The petrol engine in volume of 1.5 l (4G1)
• The petrol engine in volume of 1.1 l (134)
• The diesel engine in volume of 1.5 l (639)
• Appendix to chapter

Power system

• Technical specifications
• Petrol engines in volume of 1.3 l and 1.5 l (135)
• The petrol engine in volume of 1.5 l (4G1)
• The diesel engine in volume of 1.5 l (639)
• Fuel supply system
• Appendix to chapter

Lubrication system

• Gasoline engines in volume of 1.3 l, 1.5 l (135) and 1.1 l (134)
• The petrol engine in volume of 1.5 l (4G1)
• The diesel engine in volume of 1.5 l (639)

Cooling system

• Technical specifications
• Basic work
• Thermostat
• Water pump
• Radiator

The intake and exhaust system

• Technical specifications
• Gasoline engines in volume of 1.3 l, 1.5 l (135) and 1.1 l (134)
• The petrol engine in volume of 1.5 l (4G1)
• The diesel engine in volume of 1.5 l (639)

Transmission

• Technical specifications
• Clutch
• Manual transmission
• Automatic transmission
• Appendix to chapter

Power shafts

• Technical specifications
• Removing and installing
• Disassembly and assembly
• Appendix to chapter

Chassis

• Technical specifications
• Front suspension
• Rear suspension
• Wheels and tires
• Appendix to chapter

Brake system

• Technical specifications
• Hydraulic drive
• Front brakes
• Rear brakes
• Parking brake
• Appendix to chapter

Steering

• Technical specifications
• Steering service
• Steering wheel and steering column
• Steering gear
• Appendix to chapter

Body

• Exterior
• Interior
• Doors
• Glasses
• Luke
• Body dimensions
• Appendix to chapter

Passive safety system

• Description
• Seat belts
• Airbags
• Disposing of system elements

Ventilation, air conditioning and heating system

• Technical specifications
• Heater and ventilation system
• Air conditioning (climate control)

Electrical equipment

• Starting system
• Charging system
• Ignition system (petrol)
• Preheating system (diesel)
• Headlamps
• Audio system

Electroschemes Explanatory dictionary

• Abbreviations

In order to develop production and expand markets for all interested in handling financial resources. Own funds are limited because actual borrowed funds of credit institutions. Loan is secured by collateral, for which execution is levied for improper fulfillment of financial obligations. When activated, deposit procedures arises business process by which the performance of collateral, encumbered with outstanding financial obligation, it becomes a catalyst for dispersion of its value among the involved credit institutions affiliated to it the same structures, and the borrower, the owner of the collateral, forced to pay for their services. Registry of collateral individual credit institution is the value of having a monetary value, or more precisely register the debt, the return of the collateral is provided, during the implementation procedures of the collateral is an extremely topical issue of cost. Affiliated bank structure use a "ready" for implementation of the collateral as a financial instrument whose value is dynamic in time.

The aim of the article is to perform an economic and legal analysis of the financial claims of the credit institution to the borrower through the implementation of the acquired using borrowed funds vehicle that is owned by the borrower and burdened the right of pledge in favor of the bank. And also to identify factors influencing the effect of the financial cost of spraying alienated collateral, including affiliated bank structures, be associated with this process.

Книга, написанная разработчиками Microsoft SQL Server 2005 Analysis Services, дает читателю полное представление об его функционировании и устройстве. В ней рассмотрены основы многомерного анализа данных и дано глубокое представление о многомерных моделях данных и устройстве OLAP-сервера. Описаны основные концепции языка доступа к многомерным данным MDX и его расширенные возможности, а также архитектура сервера, методы обработки данных и алгоритмы доступа к данным. Приведены внутренние и внешние протоколы обмена данными, включая протокол XML/A. Рассмотрены алгоритмы управления ресурсами Analysis Services, в том числе алгоритмы управления памятью. Описан процесс создания эффективных клиентских приложений с использованием Analysis Services, механизмы интеграции многомерных и реляционных баз данных. Уделено внимание безопасности, а также администрированию Microsoft SQL Server 2005 Analysis Services. Для разработчиков и бизнес-аналитиков.