Whaley Derivatives: Markets, Valuation, and Risk Management, Robert E.
јвтор: Satyajit Das Ќазвание: Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised ISBN: 0470821655 ISBN-13(EAN): 9780470821657 »здательство: Wiley –ейтинг: ÷ена: 12705 р. Ќаличие на складе: ≈сть (1 шт.) ќписание: Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
ќписание: This book presents a comprehensive discussion of the issues related to risk, volatility, value and risk management. The first half of the book examines ways to
manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and
The effects of volatility and risk on the valuation of financial assets are further studied in detail. The second half of the book is dedicated to the banking
industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts
and recent literature, academics and risk managers will want to read this book.
ќписание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbookЦlevel instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this topЦselling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids. try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY