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Date : 2014-01-23
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Integrated Risk Management of NonMaturing Accounts ~ 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 assetliability management with increasing computational power
Integrated Risk Management of NonMaturing Accounts ~ Integrated Risk Management of NonMaturing Accounts Practical Application and Testing of a Dynamic Replication Model BestMasters Jeffry Straßer on FREE shipping on qualifying offers Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank’s funding
Integrated Risk Management of NonMaturing Accounts ~ 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 assetliability management with increasing computational power allowing for new approaches
Integrated risk management of nonmaturing accounts ~ Integrated risk management of nonmaturing accounts practical application and testing of a dynamic replication model Jeffry Strasser Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer banks funding
Integrated Risk Management of NonMaturing Accounts ~ Get this from a library Integrated Risk Management of NonMaturing Accounts Practical Application and Testing of a Dynamic Replication Model Jeffry Straßer
BestMasters Springer ~ called nonmaturing accounts a challenge for risk and liquidity management The thesis of Mr Straßer discusses the modelling of nonmaturing accounts in a very innovative and technically elegant way The method of dynamic modelling used by the author is based on stochastic simulation and optimization and is the latest development in this field
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