Essentials of Financial Risk Management, Karen A. Horcher
Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 10637.00 р. Наличие на складе: Поставка под заказ.
Описание: Financial Markets and Corporate Strategy
Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate to measure and anticipate the amplitude of potential swings in the financial markets--from ordinary stock price and interest rate moves, to defaults, to those increasingly frequent "rare events" fashionably called black swan events. Yet many on Wall Street continue to rely on standard models based on artificially simplified assumptions that can lead to systematic (and sometimes catastrophic) underestimation of real risks.
In Practical Methods of Financial Engineering and Risk Management, Dr. Rupak Chatterjee-- former director of the multi-asset quantitative research group at Citi--introduces finance professionals and advanced students to the latest concepts, tools, valuation techniques, and analytic measures being deployed by the more discerning and responsive Wall Street practitioners, on all operational scales from day trading to institutional strategy, to model and analyze more faithfully the real behavior and risk exposure of financial markets in the cold light of the post-2008 realities. Until one masters this modern skill set, one cannot allocate risk capital properly, price and hedge derivative securities realistically, or risk-manage positions from the multiple perspectives of market risk, credit risk, counterparty risk, and systemic risk.
The book assumes a working knowledge of calculus, statistics, and Excel, but it teaches techniques from statistical analysis, probability, and stochastic processes sufficient to enable the reader to calibrate probability distributions and create the simulations that are used on Wall Street to valuate various financial instruments correctly, model the risk dimensions of trading strategies, and perform the numerically intensive analysis of risk measures required by various regulatory agencies.
Автор: Crouhy Название: The Essentials Of Risk Management ISBN: 0071818510 ISBN-13(EAN): 9780071818513 Издательство: McGraw-Hill Рейтинг: Цена: 8578.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Suitable for risk professionals and non-risk professionals alike, this title helps you meet the increasingly insistent demand to make sophisticated assessments of companies` risk exposure. It provides the methods for: measuring and transferring credit risk; and implementing an organization-wide Enterprise risk Management (ERM) approach.
Автор: Skoglund Jimmy Название: Financial Risk Management ISBN: 1119135516 ISBN-13(EAN): 9781119135517 Издательство: Wiley Рейтинг: Цена: 12514.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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.
Автор: Francisco Javier Poblaci?n Garc?a Название: Financial Risk Management ISBN: 3319413651 ISBN-13(EAN): 9783319413655 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk, operational risk, liquidity risk, market risk, derivative credit risk and country risk.
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