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Risk Measurement, Econometrics and Neural Networks
  • Language: en
  • Pages: 316

Risk Measurement, Econometrics and Neural Networks

This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different areas such as debtor analysis, forecasting and corporate finance. In the second part various aspects from Value-at-Risk are discussed. The proceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk.

Credit Risk
  • Language: en
  • Pages: 334

Credit Risk

New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.

Kartwelisches Etymologisches Wörterbuch
  • Language: en
  • Pages: 878

Kartwelisches Etymologisches Wörterbuch

  • Type: Book
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  • Published: 2007-06-30
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  • Publisher: BRILL

This dictionary offers a complete compilation and a historical-comparative reflection of the hereditary lexis of the Kartvelian (South Caucasian) language family. The dictionary contains a wealth of new lexical entries, corrections of earlier attempts and new reconstructions.

Risk Assessment
  • Language: en
  • Pages: 286

Risk Assessment

New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.

Literature Search
  • Language: en
  • Pages: 4

Literature Search

  • Type: Book
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  • Published: 1967
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  • Publisher: Unknown

None

Measurement in Economics
  • Language: en
  • Pages: 805

Measurement in Economics

First discussions on several topics of this book took place at a symposium held at the University of Karlsruhe (July 14 - 21, 1985). The book is divided into nine parts with the headings "Methodology and Methods" (4 papers), "Prices" (9), "Efficiency" (5), "Preferences" (7), "Quality" (2), "Inequality" (6), "Taxation" (6), "Aggregation" (6), and "Econometrics" (6). The topics range from the "equation of measurement", a functional equation which plays an important role in the subject, through various approaches to price, efficiency, inequality and tax progression measurement to results on consistency, efficiency and separability in aggregation, productivity measurement, cost functions, allocation inefficiencies, key sector indices, and testing of integrability conditions in econometrics. There are applications to the economies of the U.S.A., Japan and Germany. It contains also papers which deal with preferences, environmental quality and with noxiousness of substances.

Production Theory
  • Language: en
  • Pages: 379

Production Theory

None

Thom's Irish Almanac and Official Directory of the United Kingdom of Great Britain and Ireland
  • Language: en
  • Pages: 2124

Thom's Irish Almanac and Official Directory of the United Kingdom of Great Britain and Ireland

  • Type: Book
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  • Published: 1881
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  • Publisher: Unknown

None

Datamining und Computational Finance
  • Language: de
  • Pages: 270

Datamining und Computational Finance

Der Schwerpunkt des siebten Karlsruher Ökonometrie-Workshops lag auf der Anwendung Neuronaler Netze bei Finanzzeitreihen, dem Einsatz von Datamining und Maschinellen Lernverfahren bei Fragestellungen des Finanzbereichs und quantitativen Methoden zur Beurteilung von Markt- und Länderrisiken. Das Spektrum ausgewählter Referate in diesem Buch, u.a. auch von international renommierten Experten, reicht von allgemeinen Betrachtungen zur Prognose mit Neuronalen Netzen und empirischen Ergebnissen für Wechselkurse, Rentenmärkte und Absatzzahlen über die Beurteilung von Marktrisiken und die Kreditüberwachung mit Maschinellen Lernverfahren bis zur Ermittlung und Einschätzung von Länderrisiken. Dieser Band berichtet über die aktuelle Entwicklung in diesen Gebieten und bietet ein Forum für Diskussionen.

Illegal Immigration and Economic Welfare
  • Language: en
  • Pages: 158

Illegal Immigration and Economic Welfare

Illegal immigration is a problem to not only a labor importing country but also to a labor exporting country, since the implementation of strict immigration policies, i.e., border patrol and employer sanctions, affects both economies. The purpose of this book is to complement previous studies on deportable aliens. The effects of such enforcement policies on the income or welfare of the foreign (labor exporting) country, the home (labor importing) country, and the combined (global) income of the two countries are examined.