Quantitative risk management : a practical guide to financial risk /

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"State of the art risk management techniques and practices--supplemented with interactive analytics. All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with th...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Coleman, Thomas Sedgwick, 1955-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : John Wiley & Sons, Inc., [2012]
Temas:
Financial services industry > Risk management.
Financial risk management.
Capital market.
Services financiers > Gestion du risque.
Finances > Gestion du risque.
Marché financier.
BUSINESS & ECONOMICS > Finance.
BUSINESS & ECONOMICS > Banks & Banking.
Capital market
Financial risk management
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • Risk management versus risk measurment
  • Risk, uncertainty, probability, and luck
  • Managing risk
  • Financial risk events
  • Practical risk techniques
  • Use and limitations of quantitative techniques
  • Introduction to Quantitative risk management
  • Risk and summary measures: volatility and VaR
  • Using volatility and VaR
  • Portfolio risk analytics and reporting
  • Credit risk
  • Liquidity and operational risk.

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