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Risk Management and Analysis, Volume 1
Measuring and Modelling Financial Risk
Buch von Carol Alexander
Sprache: Englisch

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Risk Management and Analysis Volume 1 Measuring and Modelling Financial Risk Edited by Carol Alexander In the two years since the publication of The Handbook of Risk Management and Analysis interest and the practice of management, modelling and control of financial risks has grown enormously. The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains. Measuring and Modelling Financial Risk has been structured in four parts: the first three chapters survey standard approaches to measuring and modelling financial risk from the risk manager perspective, Chapters 4 and 5 are aimed primarily at quantitative risk analysts whose job it is to put the systems in place. Chapters 6 and 7 discuss important issues in IT and systems design, and the last two chapters cover pricing and risk management of credit-risky products. Leading figures in the field contribute: Michel Crouhy, Dan Galai and Robert Mark, Stan Beckers, Thomas Wilson, Mark Broadie and Paul Glasserman, Nigel Webb, Ron Dembo, Robert Jarrow and Stuart Turnbull, and Lee Wakeman. "Risk management is becoming an increasingly important activity for financial institutions, fund managers, and corporate treasurers. It used to be the case that the brightest 'quants' were used to design and value ever-more-exotic derivatives. Now increasingly they are finding that their talents can best be put to work in risk management. In this volume Carol Alexander has gathered together nine articles concerned with different aspects of risk management and analysis. The topics covered include the regulatory framework, volatility and correlation models, value at risk, and credit risk. The book will provide a valuable source of reference material for both market participants and students." John Hull, August 1998
Risk Management and Analysis Volume 1 Measuring and Modelling Financial Risk Edited by Carol Alexander In the two years since the publication of The Handbook of Risk Management and Analysis interest and the practice of management, modelling and control of financial risks has grown enormously. The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains. Measuring and Modelling Financial Risk has been structured in four parts: the first three chapters survey standard approaches to measuring and modelling financial risk from the risk manager perspective, Chapters 4 and 5 are aimed primarily at quantitative risk analysts whose job it is to put the systems in place. Chapters 6 and 7 discuss important issues in IT and systems design, and the last two chapters cover pricing and risk management of credit-risky products. Leading figures in the field contribute: Michel Crouhy, Dan Galai and Robert Mark, Stan Beckers, Thomas Wilson, Mark Broadie and Paul Glasserman, Nigel Webb, Ron Dembo, Robert Jarrow and Stuart Turnbull, and Lee Wakeman. "Risk management is becoming an increasingly important activity for financial institutions, fund managers, and corporate treasurers. It used to be the case that the brightest 'quants' were used to design and value ever-more-exotic derivatives. Now increasingly they are finding that their talents can best be put to work in risk management. In this volume Carol Alexander has gathered together nine articles concerned with different aspects of risk management and analysis. The topics covered include the regulatory framework, volatility and correlation models, value at risk, and credit risk. The book will provide a valuable source of reference material for both market participants and students." John Hull, August 1998
Über den Autor
Alexander, a dual citizen of the US and a former British colony, currently resides in the verdant Carolinas. Though often regarded as a quiet, reserved (not bashful) introvert, he comes to life during interesting one-on-one conversations. He loves and respects all animals and is tentatively training for his fifth (and final?) marathon, while continuing the creation of Robie's second excursion.
Inhaltsverzeichnis

A Survey of Market Risk Measurement

Mathematical Models of Risk

Simulation 1

Simulation 2

Modelling Credit Risk

Credit Enhancement

Value at Risk

Enterprise Wide Risk

Risk Management Systems

Optimal Hedging Strategies

Volatility Trading

Details
Erscheinungsjahr: 1999
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: XXII
282 S.
ISBN-13: 9780471979579
ISBN-10: 0471979570
Sprache: Englisch
Einband: Gebunden
Autor: Alexander, Carol
Redaktion: Alexander, Carol
Herausgeber: Carol Alexander
Auflage: Volume 1 edition
Hersteller: Wiley
John Wiley & Sons
Verantwortliche Person für die EU: Wiley-VCH GmbH, Boschstr. 12, D-69469 Weinheim, product-safety@wiley.com
Maße: 250 x 175 x 21 mm
Von/Mit: Carol Alexander
Erscheinungsdatum: 05.01.1999
Gewicht: 0,709 kg
Artikel-ID: 106869251
Über den Autor
Alexander, a dual citizen of the US and a former British colony, currently resides in the verdant Carolinas. Though often regarded as a quiet, reserved (not bashful) introvert, he comes to life during interesting one-on-one conversations. He loves and respects all animals and is tentatively training for his fifth (and final?) marathon, while continuing the creation of Robie's second excursion.
Inhaltsverzeichnis

A Survey of Market Risk Measurement

Mathematical Models of Risk

Simulation 1

Simulation 2

Modelling Credit Risk

Credit Enhancement

Value at Risk

Enterprise Wide Risk

Risk Management Systems

Optimal Hedging Strategies

Volatility Trading

Details
Erscheinungsjahr: 1999
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: XXII
282 S.
ISBN-13: 9780471979579
ISBN-10: 0471979570
Sprache: Englisch
Einband: Gebunden
Autor: Alexander, Carol
Redaktion: Alexander, Carol
Herausgeber: Carol Alexander
Auflage: Volume 1 edition
Hersteller: Wiley
John Wiley & Sons
Verantwortliche Person für die EU: Wiley-VCH GmbH, Boschstr. 12, D-69469 Weinheim, product-safety@wiley.com
Maße: 250 x 175 x 21 mm
Von/Mit: Carol Alexander
Erscheinungsdatum: 05.01.1999
Gewicht: 0,709 kg
Artikel-ID: 106869251
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