BoD - Books on Demand
Essays on Qualitative and Quantitative Risk Management
Product Code:
9783746096599
ISBN13:
9783746096599
Condition:
New
$129.90
$116.56
Sale 10%
Essays on Qualitative and Quantitative Risk Management
$129.90
$116.56
Sale 10%
This book is based on the Ph.D. thesis "Essays on Qualitative and Quantitative Risk Management" written by the author of this book. It consists out of three essays on text mining applications in finance and the validation of a credit risk model. To be more precise, the three essays address the following research questions: What kind of text mining measures are suitable in the finance area for analyzing text such as annual reports and can we use these measures to predict short-term performance or the reporting quality? Can we measure the tone of a document by using automatically calculated sentiment scores? How can we build a sentiment score, that captures keywords within a larger context? Do the chapters/sections of an annual report have a different influence on the whole content of the report? How can banks validate their credit risk model with a special focus on an analytical model? This book addresses practitioners, consultants, analysts, and bankers as well as students, researchers, and lecturers with focus on text mining applications in finance and the validation of credit risk models.
| Author: David Fritz |
| Publisher: Bod - Books on Demand |
| Publication Date: 43140 |
| Number of Pages: 224 pages |
| Binding: Business & Economics |
| ISBN-10: 3746096596 |
| ISBN-13: 9783746096599 |
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