Wiley, 2012. — 350 p. — ISBN: 1119979528, 9781119979524. Everything you need to know in order to manage risk effectively within your organization. You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can have an immediate impact on the financial environment. With risk management top of the agenda for many organizations, this book is essential reading for getting to grips with the mathematical story behind the subject of financial risk management. It will take you on a journey—from the early ideas of risk quantification up to today's sophisticated models and approaches to business risk management. To help you investigate the most up-to-date, pioneering developments in modern risk management, the book presents statistical theories and shows you how to put statistical tools into action to investigate areas such as the design of mathematical models for financial volatility or calculating the value at risk for an investment portfolio. Respected academic author Simon Hubbert is the youngest director of a financial engineering program in the U.K. He brings his industry experience to his practical approach to risk analysis. Captures the essential mathematical tools needed to explore many common risk management problems. Website with model simulations and source code enables you to put models of risk management into practice. Plunges into the world of high-risk finance and examines the crucial relationship between the risk and the potential reward of holding a portfolio of risky financial assets. This book is your one-stop-shop for effective risk management.Contents: Preface. Introduction. Applied Linear Algebra for Risk Managers. Probability Theory for Risk Managers. Optimization Tools. Portfolio Theory I. Portfolio Theory II. The Capital Asset Pricing Model (CAPM). Risk Factor Modelling. The Value at Risk Concept. Value at Risk under a Normal Distribution. Advanced Probability Theory for Risk Managers. A Survey of Useful Distribution Functions. A Crash Course on Financial Derivatives. Non-linear Value at Risk. Time Series Analysis. Maximum Likelihood Estimation. The Delta Method for Statistical Estimates. Hypothesis Testing. Statistical Properties of Financial Losses. Modelling Volatility. Extreme Value Theory. Simulation Models. Alternative Approaches to VaR. Backtesting. References. Index.
Чтобы скачать этот файл зарегистрируйтесь и/или войдите на сайт используя форму сверху.
Prmia Publications – 2005, 1301 pages
ISBN: 0976609703, 9780976609704
As its title implies, this book is the Handbook for the Professional Risk Manager. It is for those professionals who seek to demonstrate their skills in the field of financial risk management and for those looking simply for an excellent reference source. With contributions from nearly 40 leading authors,...
John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV).
Value at Risk and Other Risk Metrics.
An Overview of Market Risk Assessment.
Risk Measurement in Banks.
Risk Measurement in Portfolio Management.
Risk Measurement in Large Corporations.
Downside and Quantile Risk Metrics.
Semi-Standard Deviation and Second Order Lower.
Wiley, 2013. — 579 p. — 2nd ed. — ISBN: 111817545X, 9781118175453
A top risk management practitioner addresses the essential aspects of modern financial risk management
In the Second Edition of Financial Risk Management + Website, market risk expert Steve Allen offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques...
Wiley, 2012. — 2100 p. — ISBN: 1118006739, 9781118006733
3 Volume Set.
An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling
The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital...
Wiley, 2008. – 1033 p. – ISBN: 047017921X, 9780470179215
If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you...
Wiley, 2013. – 775 p. – ISBN: 1118278542, 9781118278543.
Practical tools and advice for managing financial risk, updated for a post-crisis world.
Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the...