Автор: Satyajit Das Название: Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised ISBN: 0470821655 ISBN-13(EAN): 9780470821657 Издательство: Wiley Рейтинг: Цена: 15125 р. Наличие на складе: Есть (1 шт.) Описание: 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).
Описание: This title provides a treatment of futures, "plain vanilla" options, swaps and the use of exotic, interest rate options in speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Monte Carlo simulation and finite difference methods as well as solutions via continuous time stochastic processes are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology stocks provide practical applications. In addition, the authors also present the coverage of derivatives within a wider risk management context.
Автор: Lemieux Название: Financial Analysis and Risk Management ISBN: 364232231X ISBN-13(EAN): 9783642322310 Издательство: Springer Рейтинг: Цена: 16169 р. Наличие на складе: Поставка под заказ.
Описание: The Global Financial Crisis and the Eurozone crisis that has followed have drawn attention to weaknesses in financial records, information and data.
Описание: A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data.
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