Author:
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Category : Philadelphia (Pa.)
Languages : en
Pages :
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Author:
Publisher:
ISBN:
Category : Philadelphia (Pa.)
Languages : en
Pages :
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Author:
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ISBN:
Category :
Languages : en
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Author: Genevieve Brown
Publisher: Corwin Press
ISBN: 9780761977001
Category : Education
Languages : en
Pages : 62
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Book Description
This resource shows how a portfolio can help administrators and principals engage in the reflection and continued growth necessary to create improved schools and learning. It contains hands-on, practical information on how to develop and use the portfolio to document growth, demonstrate the accomplishment of goals, and enhance performance and career advancement. This revised edition features a new section on electronic portfolios and contains expanded information on using portfolios for professional development and evaluation. There is a new focus on academic growth in administrator preparation. The chapters are: (1) "The Principal Portfolio: Why It's Needed"; (2) "What Is Included in the Principal Portfolio?"; (3) "The Principal Portfolio for Professional Growth"; (4) "The Principal Portfolio for Evaluation"; and (5) "The Principal Portfolio for Career Advancement." (Contains 18 figures and 46 references.) (SLD)
Author: Carol J. Porter
Publisher: Boynton/Cook
ISBN:
Category : Education
Languages : en
Pages : 164
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Book Description
The Portfolio as a Learning Strategy is Carol Porter and Janell Cleland's chronicle of three years of experimentation with portfolios. Their honest portrayal includes not just their successes but also their mistakes - all of which allowed them to learn with their students as they discovered the value of portfolios as a tool for reflection. Portfolios, to them, help students learn about themselves as learners. The text looks in depth at the curricular and instructional framework of a student-centered classroom. Learning strategies are described in detail and illustrated with student samples that demonstrate firsthand how portfolios can assist students in reflective self-evaluation.
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Publisher: Rmetrics
ISBN:
Category :
Languages : en
Pages :
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Author: David Urquhart
Publisher:
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Category : Great Britain
Languages : en
Pages :
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Category : Political science
Languages : en
Pages :
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Author: Douglas D. Gemmill
Publisher:
ISBN:
Category :
Languages : en
Pages : 326
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Author: Philip Gilbert Hamerton
Publisher:
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Category :
Languages : en
Pages :
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Author: Giuseppe Orlando
Publisher: World Scientific
ISBN: 9811252378
Category : Science
Languages : en
Pages : 436
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Book Description
The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts of both mathematics and finance.Initially the focus is on the modeling of credit risk parameters mainly at the level of individual debtor and transaction, after which the book delves into counterparty credit risk, thus providing the link between credit and market risks. The second part is aimed at the portfolio level when multiple loans are pooled and default correlation becomes an important factor to consider and model. In this respect, the book explains how copulas help in modeling. The final stage is the macro perspective when the combination of credit risks related to financial institutions produces systemic risk and affects overall financial stability.The entire approach is two-dimensional as well. First, all modeling steps have replicable programming codes both in R and Matlab. In this way, the reader can experience the impact of changing the default probabilities of a given borrower or the weights of a sector. Second, at each stage, the book discusses the regulatory environment. This is because, at times, regulation can have stricter constraints than the outcome of internal models. In summary, the book guides the reader in modeling and managing credit risk by providing both the theoretical framework and the empirical tools necessary for a modern finance professional. In this sense, the book is aimed at a wide audience in all fields of study: from quants who want to engage in finance to economists who want to learn about coding and modern financial engineering.
