Synopsis
This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is required. The textbook is divided into five parts. First, the reader learns the basics of analyzing and modeling market risks. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates. Furthermore, individual risk measures are examined in more detail. In order to calculate a risk measure for an overall portfolio to determine the risk capital, the question of the aggregation method is discussed. There are various common concepts for this, which are examined in more detail in the last part of the book.
The book is aimed at students of business administration with a focus on financial services. Accompanying the book, readers receive Excel spreadsheets as digital bonus material for practice and application.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l'auteur
Anja Bettina Blatter is Professor of Quantitative Methods in Finance at the Nuertingen-Geislingen University (HfWU), Germany.
Sean Bradbury is a lecturer in Empirical at the Nuertingen-Geislingen University (HfWU), Germany
Pascal Bruhn is a lecturer in the master program International Finance at the Nuertingen-Geislingen University (HfWU), Germany
Prof. Dr. Dr. Dietmar Ernst is Professor of International Finance at the Nuertingen-Geislingen University (HfWU), Germany, and Director of the European Institute of Quantitative Finance (EIQF).
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Risk Management in Banks and Insurance Companies (eng)
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Risk Management in Banks and Insurance Companies
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Springer, Palgrave Macmillan Jul 2025, 2025
ISBN 10 : 3031428382
ISBN 13 : 9783031428388
Neuf
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is required. The textbook is divided into five parts. First, the reader learns the basics of analyzing and modeling market risks. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates. Furthermore, individual risk measures are examined in more detail. In order to calculate a risk measure for an overall portfolio to determine the risk capital, the question of the aggregation method is discussed. There are various common concepts for this, which are examined in more detail in the last part of the book.The book is aimed at students of business administration with a focus on financial services. Accompanying the book, readers receive Excel spreadsheets as digital bonus material for practice and application. 224 pp. Englisch. N° de réf. du vendeur 9783031428388
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Risk Management in Banks and Insurance Companies: Step by Step (Springer Texts in Business and Economics)
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Risk Management in Banks and Insurance Companies
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ISBN 10 : 3031428382
ISBN 13 : 9783031428388
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Risk Management in Banks and Insurance Companies: Step by Step (Springer Texts in Business and Economics)
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Risk Management in Banks and Insurance Companies: Step by Step (Springer Texts in Business and Economics)
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Risk Management in Banks and Insurance Companies
Edité par
Springer, Springer Jul 2025, 2025
ISBN 10 : 3031428382
ISBN 13 : 9783031428388
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is required. The textbook is divided into five parts. First, the reader learns the basics of analyzing and modeling market risks. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates. Furthermore, individual risk measures are examined in more detail. In order to calculate a risk measure for an overall portfolio to determine the risk capital, the question of the aggregation method is discussed. There are various common concepts for this, which are examined in more detail in the last part of the book.The book is aimed at students of business administration with a focus on financial services. Accompanying the book, readers receive Excel spreadsheets as digital bonus material for practice and application.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 224 pp. Englisch. N° de réf. du vendeur 9783031428388
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Risk Management in Banks and Insurance Companies | Step by Step
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Taschenbuch. Etat : Neu. Risk Management in Banks and Insurance Companies | Step by Step | Anja Blatter (u. a.) | Taschenbuch | Springer Texts in Business and Economics | vii | Englisch | 2025 | Springer | EAN 9783031428388 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. N° de réf. du vendeur 133800212
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Risk Management in Banks and Insurance Companies : Step by Step
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is required. The textbook is divided into five parts. First, the reader learns the basics of analyzing and modeling market risks. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates. Furthermore, individual risk measures are examined in more detail. In order to calculate a risk measure for an overall portfolio to determine the risk capital, the question of the aggregation method is discussed. There are various common concepts for this, which are examined in more detail in the last part of the book.The book is aimed at students of business administration with a focus on financial services. Accompanying the book, readers receive Excel spreadsheets as digital bonus material for practice and application. N° de réf. du vendeur 9783031428388
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