{"product_id":"risk-adjusted-lending-conditions-an-option-pricing-approach-hardback-9780470847527","title":"Risk-Adjusted Lending Conditions; An Option Pricing Approach (Hardback) 9780470847527","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eRisk-Adjusted Lending Conditions\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eAn Option Pricing Approach\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eWerner Rosenberger (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780470847527, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 21 January 2003\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e192 pages\u003cbr\u003e25.4 x 17.1 x 1.8 cm, 0.539 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eDieses Buch bietet einen neuen Ansatz zur Bewertung und Ermittlung des Kreditrisikos bei Banken.\u003cbr\u003e \u003cbr\u003e \"Risk Adjusted Lending Conditions\" stellt ein neues Modell vor, mit dessen Hilfe Banken die Gesamtkreditkosten ermitteln können.\u003cbr\u003e \u003cbr\u003e Der Band demonstriert anschaulich, wie diese neue Methode in der Praxis angewendet wird.\u003cbr\u003e \u003cbr\u003e Mit ausführlichem und durchgearbeitetem Beispielmaterial.\u003cbr\u003e \u003cbr\u003e Mit Excel Spreadsheets.\u003cbr\u003e \u003cbr\u003e Vermittelt einen umfassenden Überblick.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface 1.  \u003cp\u003ePreface 2.\u003c\/p\u003e \u003cp\u003ePart I: Outline.\u003c\/p\u003e \u003cp\u003eIntroduction.\u003c\/p\u003e \u003cp\u003eRating system.\u003c\/p\u003e \u003cp\u003ePart II: Mathematical Foundations of the Model.\u003c\/p\u003e \u003cp\u003eProbability model: Development of ψ\u003ci\u003e\u003csub\u003ej\u003c\/sub\u003e\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003eCalculation of the shortfall risk hedging rate in the special case of shortfall risks being constant.\u003c\/p\u003e \u003cp\u003eCalculation of the shortfall risk hedging rate in the general case of variable shortfall risk.\u003c\/p\u003e \u003cp\u003eShortfall risk on uncovered loans on the basis of statistics.\u003c\/p\u003e \u003cp\u003ePart III: Option-Theory Loan Risk Model.\u003c\/p\u003e \u003cp\u003eShortfall risk on uncovered loans to companies on the basis of an option-theory approach.\u003c\/p\u003e \u003cp\u003eLoans covered against shortfall risk.\u003c\/p\u003e \u003cp\u003eCalculation of the combination of loans with the lowest interest costs.\u003c\/p\u003e \u003cp\u003ePart IV: Implementation in practice.\u003c\/p\u003e \u003cp\u003eProcedure – according to the model – for assessing the risk in lending to a company.\u003c\/p\u003e \u003cp\u003eApplications.\u003c\/p\u003e \u003cp\u003eFinal considerations.\u003c\/p\u003e \u003cp\u003eAppendix 1: Notation.\u003c\/p\u003e \u003cp\u003eAppendix 2: Excel worksheet.\u003c\/p\u003e \u003cp\u003eAppendix 3: Property price index.\u003c\/p\u003e \u003cp\u003eAppendix 4: Chapter 3 – Derivations.\u003c\/p\u003e \u003cp\u003eAppendix 5: Chapter 4 – Derivations.\u003c\/p\u003e \u003cp\u003eAppendix 6: Chapter 5 – Derivations.\u003c\/p\u003e \u003cp\u003eBibliography.\u003c\/p\u003e \u003cp\u003eIndex.\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52501440266520,"sku":"9780470847527","price":94.36,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780470847527.jpg?v=1786239040","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/risk-adjusted-lending-conditions-an-option-pricing-approach-hardback-9780470847527","provider":"Freshly Printed Books","version":"1.0","type":"link"}