Wiley, 2005. — 412 p. — 2nd ed. — ISBN: 0470013036, 9780470013038Fully revised and restructured, "Measuring Market Risk, Second Edition" includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A's and case studies.Contents: Preface to the Second Edition Acknowledgements The Rise of Value at Risk Measures of Financial Risk Estimating Market Risk Measures: An Introduction and Overview Non-parametric Approaches Forecasting Volatilities, Covariances and Correlations Parametric Approaches (I) Parametric Approaches (II): Extreme Value Monte Carlo Simulation Methods Applications of Stochastic Risk Measurement Methods Estimating Options Risk Measures Incremental and Component Risks Mapping Positions to Risk Factors Stress Testing Estimating Liquidity Risks Backtesting Market Risk Models Model Risk Bibliography Author Index Subject Index
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Wiley-Blackwell - 2004, 312 pages.
A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the...
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...
New York: McGraw-Hill, 2014. — 672 p.
The definitive guide to quantifying risk vs. return — fully updated to reveal the newest, most effective innovations in financial risk management since the 2008 financial crisis
Written for risk professionals and non-risk professionals alike, this easy-to-understand guide helps you meet the increasingly insistent demand to make...
3rd ed. — McGraw-Hill, 2006. — 594 p. — ISBN: 0071464956, 9780071464956
Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information...
2nd ed. — Wiley, 2014. — 333 p. — ISBN 9781118750292.
Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics.
Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to...
3 edition. — Wiley, 2012 — 633 р. — ISBN-10: 0470891696 / ISBN-13: 978-0470891698.
Fixed Income Securities: Tools for Today's Markets, Third Edition, was revised, among other reasons, to discuss these and other issues that have assumed greater importance as a result of the financial crisis.
From the Inside Flap
Both working professionals and newcomers to the broad, complex,...