Understanding Risk: The Theory and Practice of Financial Risk Management

Dempster, M.A.H. (Series edited by)/ Madan, Dilip B. (Series edited by)/ Cont, Rama (Series edited by)/ Murphy, David (Author)

ISBN 10: 1584888938 / ISBN 13: 9781584888932

Edité par Chapman & Hall, 2008

1st edition. 472 pages. 9.96x6.97x0.91 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __1584888938

Synopsis :

This book explains how to understand financial risk and how the severity and frequency of losses can be controlled. Divided into four parts, it begins by introducing the basics of risk management and the behavior of financial instruments. The next section focuses on regulatory capital standards and models, addressing value-at-risk (VaR) models, portfolio credit risk, tranching, operational risk, and the Basel accords. The author then deals with asset/liability management (ALM) and liquidity management. The last part explores structured finance and a variety of new trading instruments, including inflation-linked products, sophisticated equity basket options, and convertible bonds.

À propos de l?auteur: David Murphy

Détails bibliographiques

Titre : Understanding Risk: The Theory and Practice ...
Éditeur : Chapman & Hall
Date d'édition : 2008
Reliure : Paperback
Etat : Brand New