Автор: Harrington; Niehaus Название: Risk Management And Insurance ISBN: 0071232443 ISBN-13(EAN): 9780071232449 Издательство: McGraw-Hill Рейтинг: Цена: 9951.00 р. Наличие на складе: Поставка под заказ.
Описание: Provides the general principles of risk management and insurance and provides useful aspects of insurance contracts and the insurance industry. This book provides conceptual analysis and attention to business risk management and public policy issues.
Автор: Davis Mark H A Название: Risk-sensitive Investment Management ISBN: 9814578045 ISBN-13(EAN): 9789814578042 Издательство: World Scientific Publishing Рейтинг: Цена: 8554.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.
This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes.
With its emphasis on the interconnection between mathematical techniques and real-world problems, this book will be of interest to both academic researchers and money managers. Risk-sensitive investment management links stochastic control and portfolio management. Because of its distinct emphasis on integrating advanced theoretical concepts into practical dynamic investment management tools, this book stands out from the existing literature in fundamental ways. It goes beyond mainstream research in portfolio management in a traditional static setting. The theoretical developments build on contemporary research in stochastic control theory, but are informed throughout by the need to construct an effective and practical framework for dynamic portfolio management.
This book fills a gap in the literature by connecting mathematical techniques with the real world of investment management. Readers seeking to solve key problems such as benchmarked asset management or asset and liability management will certainly find it useful.
Описание: Risk Management and Shareholders` Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution.
Автор: Kriele, Marcus, Wolf, Jochen Название: Value-Oriented Risk Management of Insurance Companies ISBN: 1447163044 ISBN-13(EAN): 9781447163046 Издательство: Springer Рейтинг: Цена: 9083.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This interdisciplinary book explores both actuarial methods and methods pertaining to classical internal control and classical risk management. The text offers insight on risk capital, capital allocation, performance measurement and value-oriented management.
Автор: Meissner Gunter Название: Correlation Risk Modeling and Management ISBN: 111879690X ISBN-13(EAN): 9781118796900 Издательство: Wiley Рейтинг: Цена: 15840.00 р. Наличие на складе: Поставка под заказ.
Описание: A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk.
Автор: Swindle Название: Valuation and Risk Management in Energy Markets ISBN: 1107036844 ISBN-13(EAN): 9781107036840 Издательство: Cambridge Academ Рейтинг: Цена: 19800.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice.
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