الصفحة 1
الصفحة 1
Integrated Market and Credit Portfolio Models : Risk Measurement and Computational Aspects
Due to their business activities, banks are exposed to many different risk types. Aggregating various risk exposures to a comprehensive risk position is an important but up-to-date not satisfactorily solved task. This shortfall goes back to conceptual problems of constructing an appropriate risk model and to the computational burden of determining a loss distribution that comprises all relevant risk types. Peter Grundke deals with both problems. On the one hand, he extends a standard credit portfolio model by correlated interest rate and credit spread risk. The analysis shows that the economic capital needed as a buffer to absorb unexpected losses in a portfolio can be severely underestimated when relevant market risk factors are neglected. On the other hand, computational aspects are addressed.
Groupes et algèbres de Lie : Chapitre 9, Groupes de Lie réels compacts = Lie groups and algebras : Chapter 9, Compact real Lie groups
Nicolas BOURBAKI's Elements of Mathematics aim to provide a rigorous, systematic and un-prerequisite presentation of mathematics from their foundations. This ninth chapter of the Book on Groups and Lie Algebras, ninth Book of the treatise, includes the paragraphs, Compact Lie Algebras ; Maximum tori of compact Lie groups; Compact fromes of complex semi-simple Lie algebras; Root system associated with a compact group; Conjugation classes; Integration into compact Lie groups; Irreducible representations of connected compact Lie groups; Fourier transformation; Operation of compact Lie groups on manifolds.
Groupes et algèbres de Lie : Chapitre 1 = Lie groups and algebras : Chapter 1
Nicolas BOURBAKI's Elements of Mathematics aim to provide a rigorous, systematic and un-prerequisite presentation of mathematics from their foundations. This ninth chapter of the Book on Groups and Lie Algebras, ninth Book of the treatise, includes the paragraphs, Compact Lie Algebras ; Maximum tori of compact Lie groups; Compact fromes of complex semi-simple Lie algebras; Root system associated with a compact group; Conjugation classes; Integration into compact Lie groups; Irreducible representations of connected compact Lie groups; Fourier transformation; Operation of compact Lie groups on manifolds.
Fourier Transformation for Pedestrians
Meant to serve an "entertaining textbook," this book belongs to a rare genre. It is written for all students and practitioners who deal with Fourier transformation. Fourier series as well as continuous and discrete Fourier transformation are covered, and particular emphasis is placed on window functions. Many illustrations and easy-to-solve exercises make the book especially accessible, and its humorous style will add to the pleasure of learning from it.
Eléments de Mathématique. Intégration : Chapitre 9 Intégration sur les espaces topologiques séparés
The Mathematics Elements of Nicolas BOURBAKI aim to provide a rigorous, systematic presentation without prerequisites of mathematics from their foundations. This ninth chapter of the Book of Integration, sixth Book of the elements of mathematics, is devoted to the integration in separate topological spaces not necessarily locally compact, which allows to extend the theory of the Fourier transformation to locally convex vector spaces .
