Handbook of asset and liability management : from models to optimal return strategies / Alexandre Adam. by Adam, Alexandre

Table of Contents: “…PART V TOOLS FOR ASSET AND LIABILITY MANAGERS21 Simulation tools for interest rates and other financial indexes21.1 Stochastic calculation21.2 Equity market simulation21.3 Interest rate simulation21.4 Generic models for joint simulation of inflation, stock index, interest rates, real estate, liquidity and credit spreads21.5 Market simulations including risk premiums22 Delta equivalent computation22.1 Principles22.2 Delta, penta, correla and courba equivalents or "Adam equivalents"22.3 Delta equivalent associated break-even point22.4 Examples of delta equivalent computation22.5 Hedging error and gamma equivalent23 Technical tools useful in ALM23.1 Risk measures23.2 Optimization methods23.3 Common statistical tools in ALM23.4 Other statistical tools and common ALM functionsPART VI ECONOMIC VALUE AND NEW RISK INDICATORS ASSOCIATED WITH THE BASEL II AND SOLVENCY II REGULATORY PERSPECTIVE24 Basel II regulation and Solvency II24.1 Common regulatory risk constraints24.2 Basel II: normalized regulatory constraints24.3 Solvency II25 Links between ALM and financial analysis25.1 Performance indicators in the company25.2 Shareholder's equity value, economic value and risk premiums25.3 Capital allocation/attribution and capital consumption25.4 Company valuation and cost of capital with positive tax rate25.5 Merton's model25.6 Financial analysis and ALM implications26 Towards economic capital indicators26.1 Economic capital and its implications26.2 Economic capital computation main hypotheses26.3 ALM stress testing26.4 Credit risk economic capital computation26.5 Economic capital in ALM26.6 IFRS and regulation implications for ALM26.7 New indicators for the economic value approachPART VII OPTIMAL RETURN STRATEGIES27 Risk perfect hedging using the delta equivalent technique27.1 Micro hedging strategies with structured products27.2 Delta hedging strategies27.3 Example of a bank balance sheet with demand deposits28 Limits policy28.1 Economic capital limit28.2 Setting economic capital limits28.3 Gap limit28.4 Income sensitivity limit29 Income smoothing strategies29.1 Important preliminary comment about income smoothing and fraud29.2 Examples of income smoothing29.3 Example of a cumulative AFS bonds income smoothing strategy29.4 ALM and Hawks martingale30 Economic value management: the A/L manager's optimization programme under economic capital constraints and accounting constraints30.1 Point of view of "traditional A/L managers" and criticism of the models30.2 Economic value management30.3 Economic value optimization using grid methodology31 Application to Banking Book activities31.1 Deposit accounts: valuation and hedging in an economic capital approach using the grid methodology31.2 Application to Stock Market Book31.3 Application to Credit Risk Book31.4 Prepayment risk optimal hedging strategies31.5 Application to a global Banking Book including business and model risk31.6 Direct demand deposit income smoothing through a simple example32 Economic value management in insurance companies and in Capital Book management32.1 Economic value management in insurance companies32.2 Application to economic Capital Book managementPART VIII CONCLUSIONS ON THE ALM OF TOMORROW33 Conclusions on the future of ALM33.1 ALM diversity33.2 ALM benchmarking33.3 Conclusions on ALM and modelsPART IX ANNEXES34 Statistical advanced tools34.1 Extreme points34.2 Copulas35 The basis of interest rate modelling35.1 Yield curve reconstitution35.2 Yield curve stochastic interest rate modelsBibliographyIndex.…”
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Handbook of asset and liability management : from models to optimal return strategies / Alexandre Adam. by Adam, Alexandre

Table of Contents: “…PART V TOOLS FOR ASSET AND LIABILITY MANAGERS21 Simulation tools for interest rates and other financial indexes21.1 Stochastic calculation21.2 Equity market simulation21.3 Interest rate simulation21.4 Generic models for joint simulation of inflation, stock index, interest rates, real estate, liquidity and credit spreads21.5 Market simulations including risk premiums22 Delta equivalent computation22.1 Principles22.2 Delta, penta, correla and courba equivalents or "Adam equivalents"22.3 Delta equivalent associated break-even point22.4 Examples of delta equivalent computation22.5 Hedging error and gamma equivalent23 Technical tools useful in ALM23.1 Risk measures23.2 Optimization methods23.3 Common statistical tools in ALM23.4 Other statistical tools and common ALM functionsPART VI ECONOMIC VALUE AND NEW RISK INDICATORS ASSOCIATED WITH THE BASEL II AND SOLVENCY II REGULATORY PERSPECTIVE24 Basel II regulation and Solvency II24.1 Common regulatory risk constraints24.2 Basel II: normalized regulatory constraints24.3 Solvency II25 Links between ALM and financial analysis25.1 Performance indicators in the company25.2 Shareholder's equity value, economic value and risk premiums25.3 Capital allocation/attribution and capital consumption25.4 Company valuation and cost of capital with positive tax rate25.5 Merton's model25.6 Financial analysis and ALM implications26 Towards economic capital indicators26.1 Economic capital and its implications26.2 Economic capital computation main hypotheses26.3 ALM stress testing26.4 Credit risk economic capital computation26.5 Economic capital in ALM26.6 IFRS and regulation implications for ALM26.7 New indicators for the economic value approachPART VII OPTIMAL RETURN STRATEGIES27 Risk perfect hedging using the delta equivalent technique27.1 Micro hedging strategies with structured products27.2 Delta hedging strategies27.3 Example of a bank balance sheet with demand deposits28 Limits policy28.1 Economic capital limit28.2 Setting economic capital limits28.3 Gap limit28.4 Income sensitivity limit29 Income smoothing strategies29.1 Important preliminary comment about income smoothing and fraud29.2 Examples of income smoothing29.3 Example of a cumulative AFS bonds income smoothing strategy29.4 ALM and Hawks martingale30 Economic value management: the A/L manager's optimization programme under economic capital constraints and accounting constraints30.1 Point of view of "traditional A/L managers" and criticism of the models30.2 Economic value management30.3 Economic value optimization using grid methodology31 Application to Banking Book activities31.1 Deposit accounts: valuation and hedging in an economic capital approach using the grid methodology31.2 Application to Stock Market Book31.3 Application to Credit Risk Book31.4 Prepayment risk optimal hedging strategies31.5 Application to a global Banking Book including business and model risk31.6 Direct demand deposit income smoothing through a simple example32 Economic value management in insurance companies and in Capital Book management32.1 Economic value management in insurance companies32.2 Application to economic Capital Book managementPART VIII CONCLUSIONS ON THE ALM OF TOMORROW33 Conclusions on the future of ALM33.1 ALM diversity33.2 ALM benchmarking33.3 Conclusions on ALM and modelsPART IX ANNEXES34 Statistical advanced tools34.1 Extreme points34.2 Copulas35 The basis of interest rate modelling35.1 Yield curve reconstitution35.2 Yield curve stochastic interest rate modelsBibliographyIndex.…”
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Biotechnology, agriculture, environment and energy / editor, Fangli Zheng, International Research Association of Information and Computer Science, Beijing, China.

Table of Contents: “…Wei & J.C. Liu -- The main research streams of PES : how to find and what are they? …”
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Fiscal policy within the IS-LM framework / Shahdad Naghshpour. by Naghshpour, Shahdad

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Among the powers of the earth : the American Revolution and the making of a new world empire / Eliga H. Gould. by Gould, Eliga H.

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Dangerous Guesswork In Economic Policy by Max Steuer. by Steuer, Max

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Regulation of Energy Markets Economic Mechanisms and Policy Evaluation / by Machiel Mulder. by Mulder, Machiel

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Artificial Tanning Devices. by Organization, World Health

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Japan’s Industrious Revolution Economic and Social Transformations in the Early Modern Period / by Akira Hayami. by Hayami, Akira

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Procedural Content Generation for C++ Game Development. by Green, Dale

Table of Contents: “…Cover -- Copyright -- Credits -- About the Author -- Acknowledgment -- About the Reviewer -- www.PacktPub.com -- Table of Contents -- Preface -- Chapter 1: An Introduction to Procedural Generation -- Procedural generation versus random generation -- Procedural generation -- Random generation -- Introducing randomness -- Pseudorandom number generation -- Why computers can't generate truly random numbers -- Generating random numbers in C++ -- Generating random numbers within a range -- Seeds -- Defining seeds -- Using seeds -- Generating random seeds during the runtime -- Controlled randomness is the key to generating random numbers -- The use of procedural generation in games -- Saving space -- Map generation -- Texture creation -- Animation -- Sound -- Benefits of procedural generation -- Larger games can be created -- Procedural generation can be used to lower budgets -- An increase in gameplay variety -- An increase in replayability -- The drawbacks of procedural generation -- More taxing on the hardware -- Worlds can feel repetitive -- You sacrifice quality control -- You may generate an unplayable world -- It is hard to script set game events -- A brief history of rogue-like games -- How we'll implement procedural generation -- Populating environments -- Creating unique game objects -- Creating unique art -- Audio manipulation -- Behavior and mechanics -- Dungeon generation -- Component-based design -- The complete game -- Exercises -- Summary -- Chapter 2: Project Setup and Breakdown -- Choosing an IDE -- Microsoft Visual Studio -- Code::Blocks -- Other IDEs -- Build systems -- Breaking down the game template -- Download templates -- The class diagram -- The object hierarchy -- Level data -- Collision -- Input -- Simple and Fast Multimedia Library (SFML) -- Defining SFML -- Why we'll be using SFML -- Learning SFML -- Alternatives.…”
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Challenges of the Modern Economy Digital Technologies, Problems, and Focus Areas of the Sustainable Development of Country and Regions / edited by Yakhya G. Buchaev, Arsen S. Abdul...

Table of Contents: “…Import Substitution: the Main Directions of Import Substitution, the Pros and Cons of the Implemented State Program, Some Success Stories of Import Substitution and its Prospects -- 16. …”
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Regional Economic Outlook, April 2018, Western Hemisphere Department. by Monetary, International

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Procedural Content Generation for C++ Game Development. by Green, Dale

Table of Contents: “…Cover -- Copyright -- Credits -- About the Author -- Acknowledgment -- About the Reviewer -- www.PacktPub.com -- Table of Contents -- Preface -- Chapter 1: An Introduction to Procedural Generation -- Procedural generation versus random generation -- Procedural generation -- Random generation -- Introducing randomness -- Pseudorandom number generation -- Why computers can't generate truly random numbers -- Generating random numbers in C++ -- Generating random numbers within a range -- Seeds -- Defining seeds -- Using seeds -- Generating random seeds during the runtime -- Controlled randomness is the key to generating random numbers -- The use of procedural generation in games -- Saving space -- Map generation -- Texture creation -- Animation -- Sound -- Benefits of procedural generation -- Larger games can be created -- Procedural generation can be used to lower budgets -- An increase in gameplay variety -- An increase in replayability -- The drawbacks of procedural generation -- More taxing on the hardware -- Worlds can feel repetitive -- You sacrifice quality control -- You may generate an unplayable world -- It is hard to script set game events -- A brief history of rogue-like games -- How we'll implement procedural generation -- Populating environments -- Creating unique game objects -- Creating unique art -- Audio manipulation -- Behavior and mechanics -- Dungeon generation -- Component-based design -- The complete game -- Exercises -- Summary -- Chapter 2: Project Setup and Breakdown -- Choosing an IDE -- Microsoft Visual Studio -- Code::Blocks -- Other IDEs -- Build systems -- Breaking down the game template -- Download templates -- The class diagram -- The object hierarchy -- Level data -- Collision -- Input -- Simple and Fast Multimedia Library (SFML) -- Defining SFML -- Why we'll be using SFML -- Learning SFML -- Alternatives.…”
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Regulation of Energy Markets Economic Mechanisms and Policy Evaluation / by Machiel Mulder. by Mulder, Machiel

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DIY financial advisor : a simple solution to build and protect your wealth / Wesley R. Gray, PhD, Jack R. Vogel, PhD, and David P. Foulke. by Gray, Wesley R.

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Managing water for all : an OECD perspective on pricing and financing.

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Magento 2 Beginners Guide. by Guarino, Gabriel

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Encyclopedia of the American Presidency / Michael A. Genovese and Alison D. Howard. by Genovese, Michael A., Howard, Alison D., 1970-

Table of Contents: “…. -- Blair House -- Boland amendments -- Bonus Army -- Booth, John Wilkes -- Brain trust -- Breckinridge, John C. -- Bretton Woods agreement -- Bricker Amendment -- Brinkmanship -- Brownell, Herbert -- Brownlow Committee -- Bryan, William Jennings -- Buchanan, James -- Buckley v. …”
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Magento 2 Beginners Guide. by Guarino, Gabriel

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ICTE 2015 : proceedings of the Fifth International Conference on Transportation Engineering : September 26-27, 2015, Dalian, China / Qiyuan Peng, Kelvin C.P. Wang, Xiaobo Liu and B...

Table of Contents: “…Fault Diagnosis of the Rectifying Circuit of Electric Locomotives -- Safety Evaluation of a Bridge-Tunnel Connecting Section of Mountainous Highways Based on Drivers' Heart Rate -- Sensor Fault-Tolerant Control of Electric Power Steering for Electric Vehicles -- Reliability Evaluation of a Freeway Guidance System -- Press-Assembly Depth Analysis of the Sealed Cowling for Freight Car Bearings -- Effect of Lubricating Material on the Slewing Performance of a Sliding Slewing Bearing -- Reliability Prediction Method of an EMU Bogie -- Safety Limit Study of the Gravity Center Height for a Loaded Wagon under Cross-Wind -- Elastic-Plastic Analysis on the Contact of Wagon Wheels and Heavy Haul Frogs -- Monitoring and Simulation Analysis of Composite Foundations on Bearing Characteristics for a High-Speed Railway -- Widening Methods of Existing Cast-in-Situ Continuous Curved Beams -- A Decision-Making Sequencing Model of a Mixed-Model Assembly Line Considering the Leveling of Material and Assembly Switch Cost -- Nonparametric Approach to Analyze the Effects of Heterogeneity on Travel Duration -- Simulation and Analysis of the Crowd Evacuation in Subway Station -- Analysis on Cluster Dispatching Resources in a Marshalling Yard -- Analysis of the Main Influence Factors of the Capacity Coordination Problem between Freight Stations and Marshalling Yards under the "Real-Freight System" -- Optimizing System Design for Departure Time Domains of Passenger Trains.…”
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