Michele Bufalo'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

Shakespeare and the Italian Renaissance

Appropriation, Transformation, Opposition

By: Michele Marrapodi

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Shakespeare and the Italian Renaissance

Appropriation, Transformation, Opposition

By: Michele Marrapodi

Shakespeare and the Italian Renaissance investigates the works of Shakespeare and his fellow dramatists from within the context of the European Renaissance and, more specifically, from within the context of Italian cultural, dramatic, and literary traditions, with reference to the impact and influence of classical, coeval, and contemporary culture. In contrast to previous studies, the critical perspectives pursued in this volume’s tripartite organization take into account a wider European intertextual dimension and, above all, an ideological interpretation of the 'aesthetics' or 'politics' of intertextuality. Contributors perceive the presence of the Italian world in early modern England not as a traditional treasure trove of influence and imitation, but as a potential cultural force, consonant with complex processes of appropriation, transformation, and ideological opposition through a continuous dialectical interchange of compliance and subversion.

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Page Count

388

Publisher

Routledge

Published Date

ISBN 10

1317056442

ISBN 13

9781317056447

#Gegia 2.0

By: Michele Cucchi

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#Gegia 2.0

By: Michele Cucchi

La trama non è imbrigliata ad una rete temporale cronologicamente esatta. Definirei piuttosto questa opera come un insieme di frizzanti affreschi letterari sulla vita gay nel ventunesimo secolo. Il protagonista - insieme ai due inseparabili amici: Matteo e Jona - si trova sovente al centro di avventure al limite del paradosso, talmente assurde ma, al tempo stesso, così ben narrate e ricche di particolari da far sorgere il dubbio che possa trattarsi di fatti realmente accaduti.

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Page Count

156

Publisher

Lulu.com

Published Date

ISBN 10

1291827072

ISBN 13

9781291827071

Book's by Michele Bufalo

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

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

Shakespeare and the Italian Renaissance

Shakespeare and the Italian Renaissance

#Gegia 2.0

#Gegia 2.0

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