Risk And Financial Management - Couverture rigide

Charles Tapiero

Couverture rigide

ISBN 10 : 0470849088 ISBN 13 : 9780470849088

Editeur : Parlux, 2005

Synopsis

Book by Tapiero Charles S

A propos du livre

Présentation de l'éditeur :

Financial risk management has become a popular practice amongstfinancial institutions to protect against the adverse effects ofuncertainty caused by fluctuations in interest rates, exchangerates, commodity prices, and equity prices. New financialinstruments and mathematical techniques are continuously developedand introduced in financial practice. These techniques are beingused by an increasing number of firms, traders and financial riskmanagers across various industries. Risk and FinancialManagement: Mathematical and Computational Methods confrontsthe many issues and controversies, and explains the fundamentalconcepts that underpin financial risk management.  

• Provides a comprehensive introduction to the core topics ofrisk and financial management.
• Adopts a pragmatic approach, focused on computational, ratherthan just theoretical, methods.
• Bridges the gap between theory and practice in financial riskmanagement
• Includes coverage of utility theory, probability, options andderivatives, stochastic volatility and value at risk.
• Suitable for students of risk, mathematical finance, andfinancial risk management, and finance practitioners.
• Includes extensive reference lists, applications andsuggestions for further reading.

Risk and Financial Management: Mathematical and ComputationalMethods is ideally suited to both students of mathematicalfinance with little background in economics and finance, andstudents of financial risk management, as well as financepractitioners requiring a clearer understanding of the mathematicaland computational methods they use every day. It combines therequired level of rigor, to support the theoretical developments,with a practical flavour through many examples andapplications.

Revue de presse :

"The strength of the book is its view of practical aspects and thefocus on embedding mathematical finance in the daily work oftraders." ( Mathematical Reviews, 2005k)

has much to recommend it for the practitioner inrisk or finance. (Journal of the Royal StatisticalSociety, Series A, Vol.168, No.2, March 2005)

"...All in all, this book gives a refreshing approach..."(Short Book Review, Vol.24, No.3 December 2004)

"..this book will serve to give mathematicians an insight intofinancial decision making" (Zentralblatt MATH,  11thMarch 2007  )

À propos de cette édition

• Éditeur: Parlux
• Date d'édition: 2005
• ISBN 10: 0470849088
• ISBN 13: 9780470849088
• Reliure: Relié
• Nombre de pages: 358