Showing 21 - 40 results of 107 for search '"asset management"', query time: 0.11s Refine Results
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    Innovations in Quantitative Risk Management TU München, September 2013 /

    Published 2015
    Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates-Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman-Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov-Galerkin Projection.…”
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    Fundamentals of Infrastructure Management by Coffelt, Donald, Hendrickson, Chris

    Published 2019
    Table of Contents: “…Chapter 1: Introduction to Infrastructure -- Chapter 2: Asset Management Process -- Chapter 3: Inventory, Inspection and Condition Assessment -- Chapter 4: Deterioration Modeling -- Chapter 5: Optimization and Decision Making -- Chapter 6: Performance, Usage, Budget and Cost Functions -- Chapter 7: Interdependence, Resiliency and Security -- Chapter 8: Contract and Workflow Management -- Chapter 9: Commissioning New Facilities -- Chapter 10: Benchmarking and Best Practices -- Chapter 11: Roadway Infrastructure -- Chapter 12: Building Infrastructure -- Chapter 13: Water Infrastructure -- Chapter 14: Telecommunications Infrastructure -- Chapter 15: Electricity Power Generation, Transmission and Distribution Infrastructure -- Chapter 16: Bases, Campuses, Parks and Port Infrastructure --…”
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