1.

Record Nr.

UNISALENTO991003720419707536

Autore

Bishop, Christopher J.

Titolo

Fractals in probability and analysis / Christopher J. Bishop, Yuval Peres

Pubbl/distr/stampa

Cambridge : Cambridge University Press, c2017

ISBN

9781107134119

Descrizione fisica

ix, 402 p. : ill. ; 24 cm

Collana

Cambridge studies in advanced mathematics ; 162

Classificazione

AMS 28A80

LC QA401

Altri autori (Persone)

Peres, Yuvalauthor

Disciplina

515.2

Soggetti

Mathematical analysis

Probabilities

Wavelets (Mathematics)

Fractals

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references



2.

Record Nr.

UNINA9910511508303321

Autore

Glantz Morton

Titolo

The banker's handbook on credit risk : implementing Basel II / / Morton Glantz, Johnathan Mun

Pubbl/distr/stampa

Amsterdam ; ; Boston, : Academic Press/Elsevier, c2008

ISBN

9786611279394

9781281279392

1281279390

9780080570051

0080570054

Descrizione fisica

1 online resource (433 p.)

Altri autori (Persone)

MunJohnathan

Disciplina

332.1068

Soggetti

Bank loans - Management

Asset-liability management

Credit analysis

Banks and banking - Risk management

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Front cover

Sommario/riassunto

The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a ""new tools"" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-base