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Investment risk management /
All investments carry with them some degree of risk. In the financial world, individuals, professional money managers, financial institutions and many others encounter and must deal with risk. The main purpose of 'Investment Risk Management' is to provide an overview of developments in ris...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Oxford University Press,
[2015]
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| Colección: | Financial markets and investments series.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- ""Cover""; ""Contents""; ""List of Figures""; ""List of Tables""; ""Acknowledgments""; ""About the Editors""; ""About the Contributors""; ""Abbreviations""; ""Part One FOUNDATIONS OF RISK MANAGEMENT""; ""1 Investment Risk Management: An Overview""; ""H. KENT BAKER AND GREG FILBECK""; ""2 Measuring and Managing Risk""; ""RAIMUND M. KOVACEVIC, GEORG CH. PFLUG, AND ALOIS PICHLER""; ""3 How Risk Management Adds Value""; ""M. MARTIN BOYER AND MONICA MARIN""; ""4 Accounting and Risk Management""; ""MARK BRADSHAW AND BJORN JORGENSEN""; ""Part Two TYPES OF RISK""; ""5 Market Risk""
- ""RAMON P. DEGENNARO AND CHANAKA P. EDIRISINGHE""""6 Credit Risk""; ""NORBERT J. JOBST""; ""7 Operational Risk""; ""PAVEL V. SHEVCHENKO""; ""8 Liquidity Risk""; ""KOSE JOHN, SAMIR SAADI, AND HUI ZHU""; ""9 Country Risk""; ""ASWATH DAMODARAN""; ""10 Systemic Risk""; ""ANDREAS KRAUSE""; ""11 Behavioral Risk""; ""M. MARTIN BOYER, FRANCA GLENZER, AND SAMUEL OUZAN""; ""12 Governance Risk""; ""DIDIER COSSIN""; ""13 Inflation Risk""; ""CLAUS HUBER, FELIX GASSER, AND NICOLAS BÃœRKLER""; ""14 Risk Aggregation and Capital Management""; ""SUMIT MATHUR""; ""Part Three QUANTITATIVE ASSESSMENT OF RISK""
- ""15 Value-at-Risk and Other Risk Measures""""MARKUS LEIPPOLD""; ""16 Stress Testing""; ""MARTIN ÄŒIHÃ?K""; ""17 Risk Management and Regulation""; ""DAVID E. ALLEN, ROBERT J. POWELL, AND ABHAY K. SINGH""; ""18 Risk Budgeting""; ""GREGG FISHER, TIM NGUYEN, AND CRISTIAN I. TIU""; ""19 Risk-Adjusted Performance Measurement""; ""PILAR GRAU CARLES""; ""20 Risk Attribution Analysis""; ""PHILIPPE BERTRAND""; ""Part Four RISK MANAGEMENT AND ASSET CLASSES""; ""21 Risk and Mortgage-Backed Securities in a Time of Transition""; ""HAROLD C. BARNETT""; ""22 Credit Value Adjustment""; ""JAMES T. MOSER""
- ""23 Risk Management and Hedge Funds""""RAZVAN PASCALAU""; ""Part Five HEDGING RISK""; ""24 Options""; ""KIT PONG WONG, GREG FILBECK, AND H. KENT BAKER""; ""25 Futures""; ""LUDWIG B. CHINCARINI, CFA""; ""26 Swaps""; ""DIMITRIS TSOUKNIDIS AND ELIAS BOUKRAMI""; ""27 Credit Derivatives""; ""UDO BROLL, SIMONE RAAB, AND PETER WELZEL""; ""28 Foreign Exchange Derivatives in Frontier Markets""; ""OTHMANE BOUKRAMI AND BERT VAN LIER""; ""Part Six GOING FORWARD""; ""29 Risk Management and Financial Disasters""; ""GABRIELE SABATO""; ""30 The Future of Risk Management""; ""HUNTER M. HOLZHAUER""