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OverviewFull Product DetailsAuthor: David Jamieson BolderPublisher: Springer Nature Switzerland AG Imprint: Springer Nature Switzerland AG Edition: 1st ed. 2022 Weight: 1.442kg ISBN: 9783030950958ISBN 10: 3030950956 Pages: 823 Publication Date: 07 May 2022 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsReviewsAuthor InformationDavid Jamieson Bolder is currently Director of Model Development and Economic Capital at the Nordic Investment Bank in Helsinki (Finland). Prior to this appointment, he was in charge of the World Bank Group’s model-risk function. Previously he held quantitative analytic roles at the Bank for International Settlements, the Bank of Canada, the World Bank Treasury, and the European Bank for Reconstruction and Development. He has authored numerous papers, articles, and chapters in books on risk-management, financial modelling, stochastic simulation, and optimization. Two other comprehensive books--on the topics of fixed-income portfolio analytics and credit-risk modelling--round out his list of publications. His 25-year career, by way of high-level summary, has focused on the application of mathematical techniques towards informing decision-making in the areas of sovereign-debt, pension-fund, portfolio-risk, and foreign-reserve management. Tab Content 6Author Website:Countries AvailableAll regions |
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