Wiley, 2018. — 323 p. — ISBN 111952220X.A mathematical guide to measuring and managing financial riskOur modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important.Quantitative Financial Risk Management introduces students and risk professionals to financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models.Preface About the Author Overview of Financial Risk Management Market Risk: Standard Deviation Market Risk: Value at Risk Market Risk: Expected Shortfall, and Extreme Value Theory Market Risk: Portfolios and Correlation Market Risk: Beyond Correlation Market Risk: Risk Attribution Credit Risk Liquidity Risk Bayesian Analysis Behavioral Economics and Risk Appendix A Maximum Likelihood Estimation Appendix B Copulas Answers to End-of-Chapter Questions References Index
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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 – 2011, 725 pages
An updated guide to the theory and practice of investment management
Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process.
N.-Y.: CRC Press, 2013. - 523p.
The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk...
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...
Wiley, 2015. — 712 p. — (Wiley Finance). — ISBN: 9781119135517.
A global banking risk management guide geared toward the practitioner.
Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the...
Wiley, 2009. — 360 p. — ISBN 978-0-470-41346-3.
"The recent global economic crisis has brought home the need for realistic operational risk management as an important element of an organization's survival strategy in turbulent times. In Risk Management in Finance Dr. Tarantino and his coauthors provide an operational risk framework for the twenty-first-century organization by...