... carefully at the composition of their portfolios - both live and in runoff - and the capital that t... diversification under the Solvency II modelling. A key question to consider is how to identify a p...
... business settings, including investment portfolio management. Portfolio management is one of the mos... Management." In Advances in Stochastic Modelling and Data Analysis. edited by J. Janssen, C.H. Skia...
... value of the firm against which active portfolio managers would compare the market price to initiat.... Modelling the relation between returns and earnings . Having...
..., electronic trading and regulation, and portfolio allocation and modelling. The report takes a look ...
... handling complex problems and systems modelling to try to cope with this complexity. Individual en... replaced by an individual reflective portfolio. . RESULTS . The project was evaluated in a number...
...Balance-of-Payments Adjustments and Portfolio Theory: A Survey. In Classen, E.M. & P. Salin, eds...The IMF Monetary Model at 40. Economic Modelling, 15(3), July, 395-410. . Polak, J.J. & V. Argy (19...
... enables insurers to perform impact modelling of product changes to predict/measure their effectts on portfolio performance. . * Accenture Policy Workstation, whi...
CURIOSITY might have killed the cat but a huge dose of curiosity is what has enabled Lina Teoh to be where she is at this point in her life: a documentary film maker who can claim the distinction of having her documentaries aired on the Discovery Channel and the National Geographic Channel. `I am extremely curious by nature,' confesses Teoh. `When I was acting in front of the camera (she played the snooty lawyer Susan in the hit sitcom Kopitiam), I used to be very interested in finding out what it was like behind the camera. I was fascinated with every aspect of film making and made it my business to know all aspects of film making from the pre- production to post-production work. And it was one of my dreams to one day work behind the camera.' That dream came true last year when her doc...
...She met a modelling agent through some friends. The agent strongly urg... went back to Australia, she prepared a portfolio and sent it to the modelling agent who told her to...
The decisions taken by the Basle Committee have encouraged the banks to develop more innovative methodologies in order to assess the financial risks. The Credit Risk can be measured with a homogeneous measuring unit called VaR. This measuring unit stands for various and complementary approaches: VaR Rating, VaR Spread, VaR contingent. This paper aims at presenting these various methodologies and suggests a contingent approach with an interest rate stochastic diffusion process (including jump functions distributed following a law of Poisson) and a Monte Carlo simulation. Empirical tests are also included in this paper.
... the article by suggesting a particular modelling of credit risk using market variables for listed c... sheet or the par value for bond portfolios. * DP (Default probability) is the probability tha...
ver las páginas en versión mobile | web
ver las páginas en versión mobile | web
© Copyright 2012, vLex. All Rights Reserved.
Contents in vLex United States
Explore vLex
For Professionals
For Partners
Company
Other interesting searches:
Sony Corp | Tom Kalin | lemon law texas | doug chase las vegas | Las Palmas | tirana | entreprise privée entreprise publique | herederos capitulos | Calamane | acupuncture stress
