Автор: Lev Borodovsky Название: Professional`s Handbook of Financial Risk Management ISBN: 0750641118 ISBN-13(EAN): 9780750641111 Издательство: Elsevier Science Рейтинг: Цена: 49687.00 р. Наличие на складе: Поставка под заказ.
Описание: Covers various aspects of financial risk management including an in-depth look at operational risk management, regulation, risk-based capital, and risk adjusted performance measurement. This practical book focuses on practical financial risk management techniques and solutions. It also covers the various roles of the risk management function.
Описание: A fully revised second edition focused on the best practices of enterprise risk management Since the first edition of Enterprise Risk Management: From Incentives to Controls was published a decade ago, much has changed in the worlds of business and finance.
Автор: Alberto Troccoli Название: Management of Weather and Climate Risk in the Energy Industry ISBN: 9048136911 ISBN-13(EAN): 9789048136919 Издательство: Springer Рейтинг: Цена: 20263.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Research Workshop on Weather/Climate Risk Management for the Energy Sector Santa Maria di Leuca, Italy 6-10 October 2008
Автор: Alberto Troccoli Название: Management of Weather and Climate Risk in the Energy Industry ISBN: 9048136903 ISBN-13(EAN): 9789048136902 Издательство: Springer Рейтинг: Цена: 32142.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Research Workshop on Weather/Climate Risk Management for the Energy Sector, Santa Maria di Leuca, Italy, 6-10 October 2008
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.
Название: Liquidity risk measurement and management ISBN: 0470821825 ISBN-13(EAN): 9780470821824 Издательство: Wiley Рейтинг: Цена: 15840.00 р. Наличие на складе: Поставка под заказ.
Описание: Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management`s attention to liquidity risk.
Автор: Crouhy, Michel Galai, Dan Mark, Robert, Phd Название: Risk management ISBN: 0071357319 ISBN-13(EAN): 9780071357319 Издательство: McGraw-Hill Рейтинг: Цена: 10981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduces and explores the financial and hedging techniques around the world and provides the foundation for creating an integrated risk management strategy. This guide consolidates the field of corporate risk administration from data and technological infrastructure to investment and hedging strategies.
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