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Quantitative Risk Management, McNeil Alexander J.


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Цена: 15048.00р.
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При оформлении заказа до: 2025-07-07
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Автор: McNeil Alexander J.
Название:  Quantitative Risk Management
Перевод названия: Александер МакНил: Количественное управление рисками
ISBN: 9780691166278
Издательство: Wiley
Классификация:

ISBN-10: 0691166277
Обложка/Формат: Hardback
Страницы: 648
Вес: 1.63 кг.
Дата издания: 30.06.2015
Серия: Princeton series in finance
Язык: English
Издание: Rev ed
Иллюстрации: Illustrations
Размер: 188 x 262 x 46
Читательская аудитория: Tertiary education (us: college)
Подзаголовок: Concepts, techniques and tools
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание:

This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems.

Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The books methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.

  • Fully revised and expanded to reflect developments in the field since the financial crisis
  • Features shorter chapters to facilitate teaching and learning
  • Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing
  • Includes a new chapter on market risk and new material on risk measures and risk aggregation




      Старое издание
Quantitative Risk Management

Автор: Alexander McNeil, Rudiger Fre
Название: Quantitative Risk Management
ISBN: 0691122555 ISBN-13(EAN): 9780691122557
Издательство: Wiley
Цена: 12672.00 р.
Наличие на складе: Поставка под заказ.
Описание: Provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers with practical tools to solve real-world problems. This work covers methods for market, credit, and operational risk modelling; and places standard industry approaches on a more formal footing.


Quantitative Risk Management

Автор: Alexander McNeil, Rudiger Fre
Название: Quantitative Risk Management
ISBN: 0691122555 ISBN-13(EAN): 9780691122557
Издательство: Wiley
Рейтинг:
Цена: 12672.00 р.
Наличие на складе: Поставка под заказ.

Описание: Provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers with practical tools to solve real-world problems. This work covers methods for market, credit, and operational risk modelling; and places standard industry approaches on a more formal footing.

Financial Institutions Management: A Risk Management Approach

Автор: Saunders
Название: Financial Institutions Management: A Risk Management Approach
ISBN: 1259010856 ISBN-13(EAN): 9781259010859
Издательство: McGraw-Hill
Рейтинг:
Цена: 6143.00 р.
Наличие на складе: Невозможна поставка.

Описание: Provides an approach that focuses on managing return and risk in modern financial institutions.

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Автор: Rasmussen
Название: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
ISBN: 1403904588 ISBN-13(EAN): 9781403904584
Издательство: Springer
Рейтинг:
Цена: 37594.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.

Quantitative Finance And Risk Management: A Physicist`S Approach (2Nd Edition)

Автор: Dash Jan W
Название: Quantitative Finance And Risk Management: A Physicist`S Approach (2Nd Edition)
ISBN: 9814571237 ISBN-13(EAN): 9789814571234
Издательство: World Scientific Publishing
Рейтинг:
Цена: 18216.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

"Dr Jan Dash has achieved a success that is truly unique. It is common to find texts from authors steeped in climate science or in decision making processes. But it is rare to find someone skilled at both. Dr Dash knows his science and he knows how to use it to make informed decisions as we face a changing and challenging climate."

Dr John Abraham
University of St Thomas, USA

Review of the First Edition:

"... this document brings a wealth of practical information on how work is done in real world financial markets, and covers an impressive number of topics, ranging from management and computer system issues to research themes whose potential applications are yet to be explored. It can prove a useful tool to anyone already well acquainted with the basics of mathematical finance, including financial mathematicians, but also quantitative analysts wishing to learn more of the fundamentals without paying too high a price in mathematical prerequisites."

Mathematical Reviews

Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the "how to" and "what it's like" aspects not covered in textbooks or papers. A "Technical Index" indicates the mathematical level for each chapter.

This second edition includes some new, expanded, and wide-ranging considerations for risk management: Climate Change and its long-term systemic risk; Markets in Crisis and the Reggeon Field Theory; "Smart Monte Carlo" and American Monte Carlo; Trend Risk -- time scales and risk, the Macro-Micro model, singular spectrum analysis; credit risk: counterparty risk and issuer risk; stressed correlations -- new techniques; and Psychology and option models.

Solid risk management topics from the first edition and valid today are included: standard/advanced theory and practice in fixed income, equities, and FX; quantitative finance and risk management -- traditional/exotic derivatives, fat tails, advanced stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and a function toolkit; risk lab -- the nuts and bolts of risk management from the desk to the enterprise; case studies of deals; Feynman path integrals, Green functions, and options; and "Life as a Quant" -- communication issues, sociology, stories, and advice.

Practical Quantitative Investment Management with Derivatives

Автор: Cowell
Название: Practical Quantitative Investment Management with Derivatives
ISBN: 0333926218 ISBN-13(EAN): 9780333926215
Издательство: Springer
Рейтинг:
Цена: 30745.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis.

Risk management and financial institutions, 4th ed

Автор: John C. Hull
Название: Risk management and financial institutions, 4th ed
ISBN: 1118955943 ISBN-13(EAN): 9781118955949
Издательство: Wiley
Рейтинг:
Цена: 15840.00 р.
Наличие на складе: Невозможна поставка.

Описание: 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, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling 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  find indispensable.ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations.aluation.Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley.  ned to be used every day in the fast–paced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a must–have reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat


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