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  • Credit Risk Management

    Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

    Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008. The introduction of the recently suggested Basel II Capital Accord has raised many issues ... Leer más

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    The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the ... Leer más

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  • Economic Forecasting and Policy

    Series series Economics and Finance (R0)
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  • Applied Time Series Econometrics

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  • Almost All about Unit Roots

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  • Collecting, Managing, and Assessing Data Using Sample Surveys

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  • An Introduction to the Theory of Mechanism Design

    What is the best way to auction an asset? How should a group of people organize themselves to ensure the best provision of public goods? How should exchanges be organized? In An Introduction to the Theory of Mechanism Design, Tilman Börgers addresses these questions and more through an exploration of the economic theory of mechanism design. Mechanism design is reverse game theory. Whereas game ... Leer más

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