The Known, the Unknown, and the Unknowable in Financial Risk Management : Measurement and Theory Advancing Practice /

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A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Bardhan, Ashok (Contribuidor), Borge, Daniel (Contribuidor), Bralver, Charles N. (Contribuidor), Colacito, Riccardo (Contribuidor), Diebold, Francis X. (Contribuidor, Editor ), Doherty, Neil A. (Contribuidor, Editor ), Edelstein, Robert H. (Contribuidor), Engle, Robert F. (Contribuidor), Goodhart, Charles A. E. (Contribuidor), Granger, Sir Clive W. J. (Contribuidor), Herring, Richard J. (Contribuidor, Editor ), Kleindorfer, Paul R. (Contribuidor), Kohn, Donald L. (Contribuidor), Kunreuther, Howard (Contribuidor), Kuritzkes, Andrew (Contribuidor), Litzenberger, Robert H. (Contribuidor), Mandelbrot, Benoit B. (Contribuidor), Modest, David M. (Contribuidor), Muermann, Alexander (Contribuidor), Pauly, Mark V. (Contribuidor), Scott, Kenneth E. (Contribuidor), Taleb, Nassim Nicholas (Contribuidor), Zeckhauser, Richard J. (Contribuidor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, NJ : Princeton University Press, [2010]
Edición:Course Book
Temas:
Financial risk management.
Risk management.
BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management.
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • Frontmatter
  • Contents
  • Preface
  • 1. Introduction
  • 2. Risk: A Decision Maker'S Perspective
  • 3. Mild Vs. Wild Randomness: Focusing on Those Risks that Matter
  • 4. The Term Structure of Risk, the Role of Known and Unknown Risks, and Nonstationary Distributions
  • 5. Crisis and Noncrisis Risk in Financial Markets: A Unified Approach to Risk Management
  • 6. What We Know, Don't Know, and Can't Know about Bank Risk: A View from the Trenches
  • 7. Real Estate through the Ages: The Known, the Unknown, and the Unknowable
  • 8. Reflections on Decision-making under Uncertainty
  • 9. On the Role of Insurance Brokers in Resolving the Known, the Unknown, and the Unknowable
  • 10. Insuring against Catastrophes
  • 11. Managing Increased Capital Markets Intensity: The Chief Financial Officer's Role in Navigating the Known, the Unknown, and the Unknowable
  • 12. The Role of Corporate Governance in Coping with Risk and Unknowns
  • 13. Domestic Banking Problems
  • 14. Crisis Management: The Known, The Unknown, and the Unknowable
  • 15. Investing in the Unknown and Unknowable
  • List of Contributors
  • Index

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