Understanding Risk - The Theory and Practice of Financial Risk Management

List of contents

Introduction. Risk Management and the Behavior of Products. Economic and Regulatory Capital Models. Treasury and Liquidity Risks. Some Trading Businesses and Their Challenges. Concluding Remarks. Index.

About the author

David Murphy

Summary

Risk management combines considerable quantitative skills with practical and intuitive competencies. Presenting both mathematical aspects and practical skills, this book introduces the foundations of risk management and shows how these concepts are used to create practical risk management systems.

Product details

• Authors: David Murphy, David (Rivast Consulting Murphy, David (University of Cumbria Murphy, Murphy David
• Assisted by: Rama Cont (Editor of the series), M.A.H. Dempster (Editor of the series), Dilip B. Madan (Editor of the series)
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 31.12.2017
• EAN: 9781138426252
• ISBN: 978-1-138-42625-2
• No. of pages: 470
• Series: Chapman and Hall/CRC Financial Mathematics Series
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; MATHEMATICS / Applied, Mathematics, Applied mathematics