Risk Management and Analysis, Measuring and Modelling Financial Risk - Measuring and Modelling Financial Risk

- Developed from Parts 2 and 3 of the highly successful first edition Handbook of Risk Management and Analysis.
- Five entirely new chapters and all others fully updated.
- Contributors are all high-profile names providing cutting-edge ideas and techniques.
- Practical-based text with state of the art techniques illustrated in clear examples and case studies.
- Set to become the definitive text on the markets and products associated with risk management.

Sommario

A Survey of Market Risk Measurment.
 
Mathematical Models of Risk.
 
Simulation 1.
 
Simulation 2.
 
Modelling Credit Risk.
 
Credit Enhancement.
 
Value at Risk.
 
Enterprise Wide Risk.
 
Risk Management Systems.
 
Optimal Hedging Strategies.
 
Volatility Trading.

Info autore

Alexander, a dual citizen of the US and a former British colony, currently resides in the verdant Carolinas. Though often regarded as a quiet, reserved (not bashful) introvert, he comes to life during interesting one-on-one conversations. He loves and respects all animals and is tentatively training for his fifth (and final?) marathon, while continuing the creation of Robie's second excursion.

Riassunto

This revised edition concentrates on the techniques of risk measurement and their implementation in the management of risk. It is developed from the first edition, "Handbook of Risk Management and Analysis", with five new chapters.

Dettagli sul prodotto

• Autori: Carol (University of Sussex) Alexander
• Con la collaborazione di: Carol Alexander (Editore), Alexander Carol (Editore), John C. Hull (Prefazione)
• Editore: Wiley, John and Sons Ltd
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 12.11.1998
• EAN: 9780471979579
• ISBN: 978-0-471-97957-9
• Pagine: 304
• Serie: Wiley Series in Financial Engineering; Risk Management and Analysis
• Categorie: Scienze sociali, diritto, economia > Economia > Economia aziendale; MATHEMATICS / Applied, Financial Engineering, Investment and securities, Budgeting and financial management, Finance & Investments, Finanz- u. Anlagewesen, Finanztechnik, Wirtschaft / Management