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5 produkter
Handbook of Financial Stress Testing
Av J. Doyne Farmer, Alissa M. Kleinnijenhuis m. fl.
Inbunden, 2022
2084 kr
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Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial crises. When …
Simulation-based Inference in Econometrics
Methods and Applications
Av Roberto Mariano, Til Schuermann m. fl.
Häftad, 2008
771 kr
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This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and …
Simulation-based Inference in Econometrics
Methods and Applications
Av Roberto Mariano, Til Schuermann m. fl.
Inbunden, 2000
2314 kr
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This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and …
Handbook of Financial Stress Testing
Av Thom Wetzer, Til Schuermann m. fl.
E-bok, 2022
2025 kr
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Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial crises. When …
Understanding the Securitization of Subprime Mortgage Credit: Federal Reserve Bank of New York Staff Report no. 318
Av Adam B. Ashcraft, Til Schuermann
Häftad, 2012
150 kr
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