Operational Tools in the Management of Financial Risks, Constantin Zopounidis

Автор: David Hillier,Mark Grinblatt
Название: Financial Markets and Corporate Strategy 2 ed.
ISBN: 0077129423 ISBN-13(EAN): 9780077129422
Издательство: McGraw-Hill
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Цена: 10637.00 р.
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Описание: Financial Markets and Corporate Strategy

Автор: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
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Цена: 17609.00 р.
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Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Автор: Malevergne Yannick, Sornette Didier
Название: Extreme Financial Risks / From Dependence to Risk Management
ISBN: 354027264X ISBN-13(EAN): 9783540272649
Издательство: Springer
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Цена: 9781.00 р.
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Описание: Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets.This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences.Extreme Financial Risks will be useful to: students looking for a general and in-depth introduction to the field; financial engineers, economists, econometricians, actuarial professionals; researchers and mathematicians looking for a synoptic view comparing the pros and cons of different modelling strategies; andquantitative practitioners for the insights offered on the subtleties and the many dimensional components of both risk and dependence. In toto, the content of this book will also be useful to a broader scientific community interested in quantifying the complexity of many natural and artificial processes in which a growing emphasis is on the role and importance of extreme phenomena.

Автор: Lev Borodovsky
Название: Professional`s Handbook of Financial Risk Management
ISBN: 0750641118 ISBN-13(EAN): 9780750641111
Издательство: Elsevier Science
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Цена: 49687.00 р.
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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.

Автор: Amanat Hussain
Название: Managing Operational Risk in Financial Markets,
ISBN: 0750647329 ISBN-13(EAN): 9780750647328
Издательство: Elsevier Science
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Цена: 16212.00 р.
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Описание: Outlines the major issues for risk management and focuses on operational risk as a key activity in managing risk on an enterprise-wide basis. This title provides a comprehensive framework for the management of operational risk. It defines the spectrum of risks faced by organisations and how they can effectively manage these.

Название: Financial Calculus
ISBN: 0521552893 ISBN-13(EAN): 9780521552899
Издательство: Cambridge Academ
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Цена: 12355.00 р.
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Описание: Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.

Автор: Constantin Zopounidis
Название: Operational Tools in the Management of Financial Risks
ISBN: 079238055X ISBN-13(EAN): 9780792380559
Издательство: Springer
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Цена: 29209.00 р.
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Описание: Presents a set of mathematical modeling tools for analyzing financial risk. This book presents an array of tools drawn from several research areas, including chaos theory, expert systems, fuzzy sets, neural nets, risk analysis, stochastic programming, and multicriteria decision making.

Автор: Akkizidis
Название: Guide to Optimal Operational Risk and BASEL II
ISBN: 0849338131 ISBN-13(EAN): 9780849338137
Издательство: Taylor&Francis
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Цена: 19906.00 р.
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Описание: Presents the key aspects of operational risk management that are also aligned with the Basel II requirements. This volume provides guidance for the design and implementation of an efficient operational risk management system. It also introduces the idea of operational risks and how they affect financial organizations.

Автор: Giuliana Birindelli; Paola Ferretti
Название: Operational Risk Management in Banks
ISBN: 1137594519 ISBN-13(EAN): 9781137594518
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book focuses on several topical issues related to the operational risk management in bank: regulation, organisation and strategy.

Автор: Giampiero Beroggi; W.A. Wallace
Название: Operational Risk Management
ISBN: 0792381785 ISBN-13(EAN): 9780792381785
Издательство: Springer
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Цена: 23757.00 р.
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Описание: Advanced communications and information technologies provide the basis for operational risk management. In order to support managers in real-time risk assessment and decision-making, the advanced technologies must be complemented by an appropriate reasoning logic. This book presents such a reasoning logic for operational risk management.

Автор: Valuedata7 Gmbh,Department of Operational Risk, Dr
Название: Banking/Trading - Operations Management
ISBN: 1349722227 ISBN-13(EAN): 9781349722228
Издательство: Springer
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Цена: 20962.00 р.
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Описание: Operations management is becoming critical among the success factors of financial institutions. Banking/ Trading - Operations Management focuses on the particular challenges and new trends the operations manager has to address, which involves a balancing act between cost optimization and growing business requirements.