Henry Penikas's Books

Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks

By: Giuseppe Orlando,Michele Bufalo,Henry Penikas,Concetta Zurlo

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Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks

By: Giuseppe Orlando,Michele Bufalo,Henry Penikas,Concetta Zurlo

The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts of both mathematics and finance.Initially the focus is on the modeling of credit risk parameters mainly at the level of individual debtor and transaction, after which the book delves into counterparty credit risk, thus providing the link between credit and market risks. The second part is aimed at the portfolio level when multiple loans are pooled and default correlation becomes an important factor to consider and model. In this respect, the book explains how copulas help in modeling. The final stage is the macro perspective when the combination of credit risks related to financial institutions produces systemic risk and affects overall financial stability.The entire approach is two-dimensional as well. First, all modeling steps have replicable programming codes both in R and Matlab. In this way, the reader can experience the impact of changing the default probabilities of a given borrower or the weights of a sector. Second, at each stage, the book discusses the regulatory environment. This is because, at times, regulation can have stricter constraints than the outcome of internal models. In summary, the book guides the reader in modeling and managing credit risk by providing both the theoretical framework and the empirical tools necessary for a modern finance professional. In this sense, the book is aimed at a wide audience in all fields of study: from quants who want to engage in finance to economists who want to learn about coding and modern financial engineering.

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Page Count

434

Publisher

World Scientific

Published Date

ISBN 10

9811252378

ISBN 13

9789811252372

Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks

By: Giuseppe Orlando,Michele Bufalo,Henry Penikas,Concetta Zurlo

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Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks

By: Giuseppe Orlando,Michele Bufalo,Henry Penikas,Concetta Zurlo

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Page Count

434

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World Scientific

Published Date

ISBN 10

9811252378

ISBN 13

9789811252372

The Trimmed Lamp

By: O. Henry

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The Trimmed Lamp

By: O. Henry

Reproduction of the original: The Trimmed Lamp by O. Henry

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Page Count

146

Publisher

BoD – Books on Demand

Published Date

ISBN 10

375230006X

ISBN 13

9783752300062

O. Henry

By: O. Henry

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O. Henry

By: O. Henry

Donated.

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Page Count

734

Publisher

Bookthrift Company

Published Date

ISBN 10

0671086197

ISBN 13

9780671086190

O. Henry

By: O. Henry,Mort Castle,Rod Lott

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O. Henry

By: O. Henry,Mort Castle,Rod Lott

The ransom of Red Chief, Gift of the magi, The Cisco Kid & more!"--Cover.

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Page Count

148

Published Date

ISBN 10

0974664820

ISBN 13

9780974664828

Collected Stories of O. Henry

By: O. Henry,Paul J. Horowitz

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Collected Stories of O. Henry

By: O. Henry,Paul J. Horowitz

An illustrated collection of more than 200 stories arranged in chronological order of publication.

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Page Count

972

Publisher

Random House Value Publishing

Published Date

ISBN 10

0517618397

ISBN 13

9780517618394

O. Henry

By: O. Henry

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O. Henry

By: O. Henry

Presents selected works of O. Henry in graphic novel format.

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Page Count

144

Publisher

Fitzgerald Books

Published Date

ISBN 10

1424218268

ISBN 13

9781424218264

The Philadelphia Magazines and Their Contributors 1741-1850

By: Albert Henry Smyth

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The Philadelphia Magazines and Their Contributors 1741-1850

By: Albert Henry Smyth

Bryant and Cooper and Longfellow and Hawthorne and a hundred lesser men were constant contributors to the Philadelphia journals. A striking difference between the older magazines and the recent ones is the conspicuous absence from the journal of a century ago of what is commonly called -light literature.- Magazines were then conducted by scholars for scholars. -Popular- essays and silly novels had not yet depraved the taste of readers who could relish Somerville and Shenstone, Savage and Johnson. Articles appeared monthly in the Port Folio that could not by any chance win recognition from an editor of these days.

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Page Count

128

Publisher

Blurb

Published Date

ISBN 10

1366464184

ISBN 13

9781366464187

Stories by O Henry

By: O. Henry

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Stories by O Henry

By: O. Henry

Collection of stories by William Porter who wrote under the pen name "O. Henry.

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Page Count

210

Published Date

ISBN 10

0780483421

ISBN 13

9780780483422

Book's by Henry Penikas

Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks

Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks

Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks

Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks

The Trimmed Lamp

The Trimmed Lamp

O. Henry

O. Henry

O. Henry

O. Henry

Collected Stories of O. Henry

Collected Stories of O. Henry

O. Henry

O. Henry

The Philadelphia Magazines and Their Contributors 1741-1850

The Philadelphia Magazines and Their Contributors 1741-1850

Stories by O Henry

Stories by O Henry

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