Найти книгу: "Perturbation Methods in Credit Derivatives"

Stress-test financial models and price credit instruments with confidence and efficiency using the perturbation approach taught in this expert volume   Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management  offers an incisive examination of a new approach to pricing credit-contingent financial instruments. Author and experienced financial engineer Dr. Colin Turfus has created an approach that allows model validators to perform rapid benchmarking of risk and pricing models while making the most efficient use possible of computing resources.  The book provides innumerable benefits to a wide range of quantitative financial experts attempting to comply with increasingly burdensome regulatory stress-testing requirements, including:  Replacing time-consuming Monte Carlo simulations with faster, simpler pricing algorithms for front-office quants Allowing CVA quants to quantify the impact of counterparty risk, including wrong-way correlation risk, more efficiently Developing more efficient algorithms for generating stress scenarios for market risk quants Obtaining more intuitive analytic pricing formulae which offer a clearer intuition of the important relationships among market parameters, modelling assumptions and trade/portfolio characteristics for traders The methods comprehensively taught in  Perturbation Methods   in Credit Derivatives  also apply to CVA/DVA calculations and contingent credit default swap pricing.

Content

Introduction

Upholstery tools and materials

Manual dismantling of interior parts

Mastering the art of sewing

Making upholstery pattern

Examples of ready patterns

Covers

Installation instructions autocovers

Leather interior with their own hands

Padding of the saloon ceiling

We produce door skin

Padding vinyl interior

Padding upholstery motorcycle seats

Renovation of the old sagging armchair

Eliminating failures heated seat

Nano Textile upholstery

Technology smart car flocking

The interiors of the converted cars

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.

Представлен материал на английском языке, охватывающий основные разделы подготовки специалиста в области финансов: типы финансов, мировые финансовые системы, карьера в финансах, деньги, виды денег, инфляция, ее влияние и роль в экономике, коммерческие и государственные банки, банковские кредиты, процентные ставки, налогообложение, классификация налогов и т.д. Ориентировано на овладение терминологическим минимумом и понимание профильных аутентичных текстов на английском языке без их перевода. Соответствует требованиям Федерального государственного образовательного стандарта высшего профессионального образования по направлению 080100 «Экономика». Для студентов бакалавриата и магистрантов экономических факультетов. Также может быть полезно аспирантам, стажерам и специалистам, отъезжающим за рубеж.