Understanding Risk - The Theory and Practice of Financial Risk Management

Sommario

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.

Info autore

David Murphy

Riassunto

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.

Dettagli sul prodotto

• Autori: David Murphy, David (Rivast Consulting Murphy, David (University of Cumbria Murphy, Murphy David
• Con la collaborazione di: Rama Cont (Editore della collana), M.A.H. Dempster (Editore della collana), Dilip B. Madan (Editore della collana)
• Editore: Taylor & Francis Ltd.
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 31.12.2017
• EAN: 9781138426252
• ISBN: 978-1-138-42625-2
• Pagine: 470
• Serie: Chapman and Hall/CRC Financial Mathematics Series
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Altro; MATHEMATICS / Applied, Mathematics, Applied mathematics