Integrated Risk Management of Non-Maturing Accounts

Language: English

Published by Springer Fachmedien Wiesbaden Feb 2014, 2014

3658049022 / 9783658049027

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank's funding. The modelling for their risk management and pricing is a challenging yet crucial task in today's asset/liability management, with increasing computational power allowing for new approaches. Jeffry Straßer outlines an implementation of a state-of-the-art dynamic replication model in detail. A case study with recent data supports the expected superiority of the model. Additionally, it provides tangible recommendations for model specifications derived from practical and mathematical consideration, as well as empirical findings. Practitioners will appreciate the comprehensive programming code attached. 136 pp. Englisch.

Seller Inventory # 9783658049027

Title
Integrated Risk Management of Non-Maturing Accounts
Author
Jeffry Straßer
Publisher
Springer Fachmedien Wiesbaden Feb 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3658049022
ISBN 13
9783658049027
Item weight
187 grams
Dimensions
210x148x8 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.74US$ 26.74
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BuchWeltWeit Ludwig Meier e.K.

Germany