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Advances in Credit Risk Modeling and Management
| Advances in Credit Risk Modeling and Management |
| Autore | Vrins Frédéric |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (190 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
recovery rates
beta regression credit risk contingent convertible debt financial modelling risk management financial crisis recovery rate loss given default model ambiguity default time no-arbitrage reduced-form HJM models recovery process Counterparty Credit Risk Hidden Markov Model Risk Factor Evolution Backtesting FX rate Geometric Brownian Motion trade credit small and micro-enterprises financial non-financial variables risk assessment logistic regression probability of default wrong-way risk dependence urn model counterparty risk credit valuation adjustment (CVA) XVA (X-valuation adjustments) compression genetic algorithm |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557403603321 |
Vrins Frédéric
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank Management, Finance and Sustainability
| Bank Management, Finance and Sustainability |
| Autore | Aristei David |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (290 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
firm’s financial performance
sustainability practices Islamic corporate governance mobile money SMEs financial performance payments and receipts Douala, Cameroon human capital social capital credit availability propensity score matching China risk tolerance risk aversion risk-taking MiFID II MiFIR suitability assessment households risky financial assets financial institutions financial advisory portfolio management financial constraints sustainable development ownership structure state subsidies former communist bloc institutional environment financial system corporate social responsibility CSR rating bank loan spread European syndicated loan market content analysis ethical banking global financial crisis hierarchical cluster analysis inductive category development in-depth interviews social banking socially responsible investment environmental performance climate change gender diversity board of directors banking sector external support environmental practices resource efficiency sustainable entrepreneurship firm size financial knowledge overconfidence underconfidence sustainable financial behavior financial market participation investment fraud over-indebtedness ethical financial companies ESG sustainable development goals (SDGs) bank efficiency bank cost stochastic frontier analysis stochastic metafrontier analysis high-net-worth individuals (HNWIs) qualitative research reference group theory socially responsible investing (SRI) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557614303321 |
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Aristei David
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Commercial Banking
| Commercial Banking |
| Autore | Gan Christopher |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (142 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
deposit insurance
capital adequacy bank risk foreign bank entry bank competition H-statistics pooled regression dynamic panel models risk-taking behavior banks efficiency data envelopment analysis Asia-Pacific regulations bank capital meta-analysis Bayesian model-averaging capital regulation competition Indian banking sector panel data revenue diversification bank risks bank performance net interest income non-interest income risks capital |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557659103321 |
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Gan Christopher
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Statistics and Data Analytics
| Financial Statistics and Data Analytics |
| Autore | Liu Shuangzhe |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (232 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
Index parameter
estimation wrapped stable Hill estimator characteristic function-based estimator asymptotic efficiency GARCH model HARCH model PHARCH model Griddy-Gibs Euro-Dollar safe-haven assets gold price Swiss Franc exchange rate oil price generalized Birnbaum–Saunders distributions ACD models Box-Cox transformation high-frequency financial data goodness-of-fit banking competition credit risk NPLs Theil index convergence analysis interest rates yeld curve no-arbitrage bonds B-splines time series multifractal processes fractal scaling heavy tails long range dependence financial models Bitcoin capital asset pricing model estimation of systematic risk tests of mean-variance efficiency t-distribution generalized method of moments multifactor asset pricing model Lerner index stochastic frontiers shrinkage estimator seemingly unrelated regression model multicollinearity ridge regression financial incentives public service motivation job performance job satisfaction intention to leave |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557128703321 |
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Liu Shuangzhe
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Finance with Applications
| Mathematical Finance with Applications |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (232 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
cluster analysis
equity index networks machine learning copulas dependence structures quotient of random variables density functions distribution functions multi-factor model risk factors OLS and ridge regression model python chi-square test quantile VaR quadrangle CVaR conditional value-at-risk expected shortfall ES superquantile deviation risk error regret minimization CVaR estimation regression linear regression linear programming portfolio safeguard PSG equity option pricing factor models stochastic volatility jumps mathematics probability statistics finance applications investment home bias (IHB) bivariate first-degree stochastic dominance (BFSD) keeping up with the Joneses (KUJ) correlation loving (CL) return spillover volatility spillover optimal weights hedge ratios US financial crisis Chinese stock market crash stock price prediction auto-regressive integrated moving average artificial neural network stochastic process-geometric Brownian motion financial models firm performance causality tests leverage long-term debt capital structure shock spillover |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557703703321 |
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Wong Wing-Keung
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Methods for Economics and Finance
| Quantitative Methods for Economics and Finance |
| Autore | Trinidad-Segovia J.E |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (418 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
academic cheating
tax evasion informality pairs trading hurst exponent financial markets long memory co-movement cointegration risk delay decision-making process probability discount detection mean square error multicollinearity raise regression variance inflation factor derivation intertemporal choice decreasing impatience elasticity GARCH EGARCH VaR historical simulation approach peaks-over-threshold EVT student t-copula generalized Pareto distribution centered model noncentered model intercept essential multicollinearity nonessential multicollinearity commodity prices futures prices number of factors eigenvalues volatility cluster Hurst exponent FD4 approach volatility series probability of volatility cluster S& P500 Bitcoin Ethereum Ripple bitcoin deep learning deep recurrent convolutional neural networks forecasting asset pricing financial distress prediction unconstrained distributed lag model multiple periods Chinese listed companies cash flow management corporate prudential risk the financial accelerator financial distress induced risk aversion liquidity constraints liquidity risk macroeconomic propagation multiperiod financial management non-linear macroeconomic modelling Tobin’s q precautionary savings pharmaceutical industry scale economies profitability biotechnological firms non-parametric efficiency productivity DEA dispersion trading option arbitrage volatility trading correlation risk premium econometrics computational finance ensemble empirical mode decomposition (EEMD) autoregressive integrated moving average (ARIMA) support vector regression (SVR) genetic algorithm (GA) energy consumption cryptocurrency gold P 500 DCC copula copulas Markov Chain Monte Carlo simulation local optima vs. local minima SRA approach foreign direct investment bilateral investment treaties regional trade agreements structural gravity model policy uncertainty stock prices dynamically simulated autoregressive distributed lag (DYS-ARDL) threshold regression United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557564003321 |
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Trinidad-Segovia J.E
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Methods in Economics and Finance
| Quantitative Methods in Economics and Finance |
| Autore | Kliestik Tomas |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (164 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
omnichannel (omni-channel) sales
sales funnel cost of sales customer relationship management (CRM), Big Data robo-advisor financial innovations diffusion exchange traded funds stock index futures stock index options stock market indexes business finance earnings management EBIT financial modelling homogeneity stationarity time series methods unit root loan pricing RAROC loan origination exchange-rate risk long-range dependency wavelets multi-frequency analysis AUD–USD exchange rate π-option American-type option optimal stopping Monte Carlo simulation economic security of companies valuation of intangible assets and intellectual property International Valuation Standards (IVS) legal disputes over intellectual rights time series prediction exchange rate artificial neural networks radial basis function multi-layer perceptron seasonal fluctuations global economy |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557556203321 |
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Kliestik Tomas
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Systemic Risk and Reinsurance
| Systemic Risk and Reinsurance |
| Autore | Tian Weidong |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (146 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
optimal reinsurance
general risk measure risk sharing systemic risk capital insurance welfare equilibrium conditional value-at-risk mean-CVaR portfolio optimization risk minimization Neyman–Pearson problem interconnectedness financial conglomerate contagion capital requirement for premium risk collective risk model reinsurance strategies Solvency II community structure complex networks financial markets insurance sector deltaCoVaR minimum spanning trees—topological indicators tail dependence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557134003321 |
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Tian Weidong
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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