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1. |
Record Nr. |
UNINA9910790738803321 |
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Autore |
Meissner Günter |
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Titolo |
Correlation risk modeling and management : an applied guide including the Basel III correlation framework-- with interactive correlation models in Excel/VBA / / Gunter Meissner |
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Pubbl/distr/stampa |
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Singapore : , : John Wiley & Sons, , 2014 |
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©2014 |
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ISBN |
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1-118-80920-3 |
1-118-79689-6 |
1-118-79687-X |
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Descrizione fisica |
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1 online resource (352 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Technology - Risk assessment |
Risk management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references at the end of each chapters and index. |
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Nota di contenuto |
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Correlation Risk Modeling and Management: An Applied Guide Including the Basel III Correlation Framework-with Interactive Correlation Models in Excel®/VBA; Contents; Preface; Acknowledgments; About the Author; Chapter 1: Some Correlation Basics: Properties, Motivation, Terminology; 1.1 What Are Financial Correlations?; 1.2 What Is Financial Correlation Risk?; 1.3 Motivation: Correlations and Correlation Risk Are Everywhere in Finance; 1.3.1 Investments and Correlation; 1.3.2 Trading and Correlation; 1.3.3 Risk Management and Correlation |
1.3.4 The Global Financial Crisis of 2007 to 2009 and Correlation1.3.5 Regulation and Correlation; 1.4 How Does Correlation Risk Fit into the Broader Picture of Risks in Finance?; 1.4.1 Correlation Risk and Market Risk; 1.4.2 Correlation Risk and Credit Risk; 1.4.3 Correlation Risk and Systemic Risk; 1.4.4 Correlation Risk and Concentration Risk; 1.5 A Word on Terminology; 1.6 Summary; Appendix 1A: Dependence and Correlation; Dependence; Correlation; Independence and Uncorrelatedness; Appendix 1B: On Percentage and Logarithmic Changes; Practice Questions and Problems |
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References and Suggested ReadingsChapter 2: Empirical Properties of Correlation: How Do Correlations Behave in the Real World?; 2.1 How Do Equity Correlations Behave in a Recession, Normal Economic Period, or Strong Expansion?; 2.2 Do Equity Correlations Exhibit Mean Reversion?; 2.2.1 How Can We Quantify Mean Reversion?; 2.3 Do Equity Correlations Exhibit Autocorrelation?; 2.4 How Are Equity Correlations Distributed?; 2.5 Is Equity Correlation Volatility an Indicator for Future Recessions?; 2.6 Properties of Bond Correlations and Default Probability Correlations; 2.7 Summary |
Practice Questions and ProblemsReferences and Suggested Readings; Chapter 3: Statistical Correlation Models-Can We Apply Them to Finance?; 3.1 A Word on Financial Models; 3.1.1 The Financial Model Itself; 3.1.2 The Calibration of the Model; 3.1.3 Mindfulness about Models; 3.2 Statistical Correlation Measures; 3.2.1 The Pearson Correlation Approach and Its Limitations for Finance; 3.2.2 Spearman's Rank Correlation; 3.2.3 Kendall's T; 3.3 Should We Apply Spearman's Rank Correlation and Kendall's T in Finance?; 3.4 Summary; Practice Questions and Problems; References and Suggested Readings |
Chapter 4: Financial Correlation Modeling-Bottom-Up Approaches4.1 Correlating Brownian Motions (Heston 1993); 4.1.1 Applications of the Heston Model; 4.2 The Binomial CorrelationMeasure; 4.2.1 Application of the Binomial Correlation Measure; 4.3 Copula Correlations; 4.3.1 The Gaussian Copula; 4.3.2 Simulating the Correlated Default Time for Multiple Assets; 4.3.3 Finding the Correlated Default Time in a Continuous Time Framework Using Survival Probabilities; 4.3.4 Copula Applications; 4.3.5 Limitations of the Gaussian Copula; 4.4 Contagion Correlation Models; 4.5 Summary |
Appendix 4A: Cholesky Decomposition |
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Sommario/riassunto |
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A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new r |
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2. |
Record Nr. |
UNINA9910785890403321 |
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Autore |
Loizzo Joe. |
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Titolo |
Sustainable happiness : the mind science of well-being, altruism, and inspiration / / Joe Loizzo |
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Pubbl/distr/stampa |
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New York : , : Routledge, , 2012 |
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ISBN |
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1-136-99319-3 |
1-283-60775-1 |
9786613920201 |
1-136-99320-7 |
0-203-85481-0 |
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Descrizione fisica |
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1 online resource (745 p.) |
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Classificazione |
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Disciplina |
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Soggetti |
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Happiness |
Mind and body |
Well-being |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Cover; Title Page; Copyright Page; Dedication; Contents; Illustrations; Buddhological Foreword; Interpersonal Neurobiological Foreword; Preface and Acknowledgments; Introduction: Recent Breakthroughs, Timeless Methods; PART 1 Turning the Body Wheel: Deep Mindfulness and Personal Healing; 1 Deep Mindfulness and Self-Healing; 2 Self-Analysis, Insight, and Freedom; 3 The Lifelong Path of Contemplative Health; PART 2 Turning the Speech Wheel: Compassion and Social Healing; 4 Clearing the Mind for Social Engagement; 5 De-Reifying and Dismantling the Reactive Self |
6 Altruism and the Path of EngagementPART 3 Turning the Mind Wheel: Creativity and Cultural Healing; 7 Role-Modeling Imagery and Self-Transformation; 8 The Art and Science of Reconstructing Life; 9 Living Altruism through Impassioned Vision; PART 4 Turning the Bliss Wheel: Sublimation and Natural Healing; 10 Sublimation-Tapping and Channeling Flow; 11 Inspiration-Turning Bliss to Light; 12 Uniting Pure Inspiration with Perfect Clarity; Conclusion: Four Paths, One Happiness- Sustainable Living Today; Notes; References; Glossary of Technical |
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Sommario/riassunto |
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"Today's greatest health challenges, the so-called diseases of civilization--trauma, depression, obesity, cancer--are now known in large part to reflect our inability to tame stress reflexes gone wild and to empower instead the peaceful, healing and sociable part of our nature that adapts us to civilized life. The same can be said of the economic challenges posed by the stress-reactive cycles of boom and bust, driven by addictive greed and compulsive panic. As current research opens up new horizons of stress-cessation, empathic intelligence, peak performance, and shared happiness, it has also encountered Asian methods of self-healing and self-transformation more effective and teachable than any known in the West. Sustainable Happiness is the first book to make Asia's most rigorous and complete system of contemplative living, hidden for centuries in Tibet, accessible to help us all on our shared journey towards sustainable wellbeing, altruism, inspiration and happiness"-- |
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