Red-blooded risk : the secret history of Wall Street /

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From 1987 to 1992, a small group of Wall Street quants invented an entirely new way of managing risk to maximize success: risk management for risk-takers. This is the secret that lets tiny quantitative edges create hedge fund billionaires, and defines the powerful modern global derivatives economy....

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Brown, Aaron, 1956-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & Sons, ©2012.
Temas:
Risk.
Loss control.
Financial engineering.
Risque.
Contrôle des pertes.
Ingénierie financière.
BUSINESS & ECONOMICS > Economics > Microeconomics.
History.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • What this book is and why you should read it
  • Red blood and blue blood
  • Pascal's wager and the seven principles of risk management
  • The secret history of Wall Street, 1654-1982
  • When Harry met Kelly
  • Exponentials, vampires, zombies, and tulips
  • Money
  • The story of money : the past
  • The secret history of Wall Street, 1983-1987
  • The story of money : the future
  • Cold blood
  • What does a risk manager do? : inside VaR
  • VaR of the jungle
  • The secret history of Wall Street, 1988-1992
  • Hot blood and thin blood
  • What does a risk manager do? : outside VaR
  • The story of risk
  • Frequency versus degree of belief
  • The secret history of Wall Street, 1993-2007
  • The secret history of Wall Street : the 2007 crisis and beyond
  • Postmortem
  • A risk management curiculum.

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