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Coleman T.S., Litterman B. Quantitative Risk Management, + Website: A Practical Guide to Financial Risk

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Coleman T.S., Litterman B. Quantitative Risk Management, + Website: A Practical Guide to Financial Risk
Wiley, 2012. — 558 p. — ISBN: 1118026586, 9781118026588
This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm.
A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets.
Contents
Foreword
Preface
Acknowledgments
Managing Risk
Risk Management versus Risk Measurement
Risk, Uncertainty, Probability, and Luck
Managing Risk
Financial Risk Events
Practical Risk Techniques
Uses and Limitations of Quantitative Techniques
Measuring Risk
Introduction to Quantitative Risk Measurement
Risk and Summary Measures: Volatility and VaR
Using Volatility and VaR
Portfolio Risk Analytics and Reporting
Credit Risk
Liquidity and Operational Risk
Conclusion
About the Companion Web Site
References
About the Author
Index
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