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Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management /

Bibliographic Details
Corporate Author:	IGI Global Online
Other Authors:	Bubevski, Vojo (Editor)
Format:	eBook
Language:	English
Published:	Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) : IGI Global, 2024.
Subjects:	Financial risk. Financial risk management. Six sigma (Quality control standard) Markov processes. Monte Carlo method. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Chapter 1. Six Sigma quotation process
Chapter 2. Six Sigma DMAIC yield analysis
Chapter 3. Six Sigma DMAIC failure rate
Chapter 4. Six Sigma DMAIC failure rate with RiskTheo functions
Chapter 5. Financial statements prediction
Chapter 6. New products profitability analysis
Chapter 7. Banks' credit losses analysis
Chapter 8. Discounted cash flow projection
Chapter 9. Comprehensive investment risk assessment
Chapter 10. Risk assessment in investment portfolio
Chapter 11. Estimating loan interest rates and payments
Chapter 12. Bank loan portfolio credit risk analysis
Chapter 13. Price evolution with Markov Chain Monte Carlo
Chapter 14. Risk management future directions.