Risk Management: Approaches for Fixed-Income Markets - Couverture rigide

Golub, Bennett W.; Tilman, Leo M.

 
9780471332114: Risk Management: Approaches for Fixed-Income Markets
Couverture rigide
ISBN 10 : 0471332119 ISBN 13 : 9780471332114
Editeur : John Wiley & Sons Inc, 2000

Synopsis

Bei Finanzinstituten spielt das Risikomanagement eine immer größere Rolle. Dieses Buch wendet die neuesten Techniken zur Erstellung von Finanzmodellen auf das Risikomanagement festverzinslicher Wertpapiere an. Geschrieben von zwei erfahrenen Experten im Bereich Risikomanagement, bietet dieser Band eine faszinierende Mischung aus Wirtschaft und Finanzen, Mathematik und gesundem Menschenverstand.

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À propos de l?auteur

BENNETT W. GOLUB is a founding partner and Managing Director of BlackRock, Inc., a global money management and risk advisory firm. Currently, he is co-head of its Risk Management and Analytics Group and is a member of its Investment Strategy Group and Management Committee. In addition to developing BlackRock's risk advisory business, Dr. Golub is actively involved in the creation of analytical tools used in measuring and managing market and credit risks of fixed income and equity portfolios. He has authored many articles on risk management and financial modeling and is a frequent lecturer at industry conferences and meetings. Dr. Golub earned an S.B. and an S.M. in Management and a Ph.D. in Applied Economics and Finance, all from the Massachusetts Institute of Technology.

LEO M. TILMAN is Director in the Risk Management and Analytics Group at BlackRock, Inc. He specializes in the creation of new risk management methodologies, marketing of risk management services, financial modeling, and risk advisory work. His primary focus is solving a wide range of portfolio management, trading, asset allocation, and enterprise-wide risk management problems through the use of financial modeling techniques. Mr. Tilman has published extensively on risk management, financial modeling, applied statistics, decision-making, and expert systems. He is a frequent guest lecturer on the topics of risk management and financial modeling. Mr. Tilman received a B.A. in Mathematics and an M.A. in Statistics with a concentration in Finance, both from Columbia University.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2000
Langue
anglais
ISBN 10 
0471332119
ISBN 13 
9780471332114
Reliure
Relié
Nombre de pages
336
Coordonnées du fabricant
non disponible
Personne responsable
non disponible