Rauhmeier Robert (29 results)
- Hardcover
Seller: Books From California, Simi Valley, U.S.A.Books From California
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hardcover. Condition: Very Good.
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE 2014
- Softcover
Seller: Rarewaves.com USA, London, United KingdomRarewaves.com USA
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Paperback. Condition: New. Second Edition 2011.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In.
- Softcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
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PF. Condition: New.
- Softcover
Seller: Books Puddle, New York, U.S.A.Books Puddle
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US$ 121.45
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Condition: New.
Language: English
Published by Springer International Publishing AG, Frankfurt 2006
- Hardcover
Seller: MARCIAL PONS LIBRERO, MADRID, SpainMARCIAL PONS LIBRERO
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TAPA DURA. Condition: New.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 151.19
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Condition: New.
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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Condition: New.
More images- Softcover
Seller: preigu, Osnabrück, Germanypreigu
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US$ 92.40
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Taschenbuch. Condition: Neu. The Basel II Risk Parameters | Estimation, Validation, Stress Testing - with Applications to Loan Risk Management | Bernd Engelmann (u. a.) | Taschenbuch | xiv | Englisch | 2014 | Springer | EAN 9783642442353 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelbe…rg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg 2014
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to cr…edit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE 2014
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
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US$ 88.58
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Paperback. Condition: New. Second Edition 2011.
- Hardcover
Seller: Books Puddle, New York, U.S.A.Books Puddle
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US$ 180.60
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Condition: New. pp. 442 2nd edition.
- Softcover
Seller: Buchpark, Trebbin, GermanyBuchpark
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US$ 79.73
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 440 | Sprache: Englisch | Produktart: Bücher | The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand a…s inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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US$ 196.92
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Hardcover. Condition: Brand New. 2nd edition. 426 pages. 9.25x6.25x1.25 inches. In Stock.
Language: English
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg 2011
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
US$ 140.77
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit port…folio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD. A chapter on stress testing of the Basel II risk parameters concludes the monograph.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 215.66
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Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: Mispah books, Redhill, United KingdomMispah books
Contact seller4-star sellerCondition: Used - As new
US$ 204.62
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Hardcover. Condition: Like New. Like New. book.
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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US$ 235.61
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Condition: As New. Unread book in perfect condition.
- Softcover
- Print on Demand
Seller: Brook Bookstore On Demand, Napoli, ItalyBrook Bookstore On Demand
Contact seller3-star sellerCondition: New
US$ 84.02
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Condition: new. Questo è un articolo print on demand.
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
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US$ 102.37
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand… as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans. 440 pp. Englisch.
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 123.44
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Condition: New. Print on Demand.
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, GermanyBiblios
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US$ 130.43
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Condition: New. PRINT ON DEMAND.
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 87.19
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Insights into credit portfolio models and the Basel II frameworkDiverse perspectives through articles from supervisors, researchers and practitionersNew edition: With 3 additional chapters on loan risk managementThe e…stimation an.
- Hardcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
Contact seller5-star sellerCondition: New
US$ 140.77
US$ 26.71 shippingShips from Germany to U.S.A.Quantity: 2 available
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as input…s to credit portfolio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD. A chapter on stress testing of the Basel II risk parameters concludes the monograph. 440 pp. Englisch.
- Softcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, Germanybuchversandmimpf2000
Contact seller5-star sellerCondition: New
US$ 102.37
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as…inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 440 pp. Englisch.
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 117.87
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Insights into credit portfolio models and the Basel II frameworkDiverse perspectives through articles from supervisors, researchers and practitionersNew edition: With 3 additional chapters on loan risk manag…ementThe estimatio.
- Hardcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 187.10
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Condition: New. Print on Demand pp. 442.
- Hardcover
- Print on Demand
Seller: Biblios, frankfurt am main, GermanyBiblios
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US$ 198.25
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Condition: New. PRINT ON DEMAND pp. 442.
- Hardcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, Germanybuchversandmimpf2000
Contact seller5-star sellerCondition: New
US$ 140.77
US$ 69.67 shippingShips from Germany to U.S.A.Quantity: 1 available
Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs…to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 440 pp. Englisch.
