Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series) - Tapa dura

Libro 9 de 68: Chapman and Hall/CRC Financial Mathematics

Murphy, David

 
9781138426252: Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series)
Tapa dura
ISBN 10: 1138426253 ISBN 13: 9781138426252
Editorial: Chapman and Hall/CRC, 2017

Sinopsis

Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. It combines a quantitative approach with a more informal style, giving readers a blend of analysis and intuition.

Divided into four parts, the book begins by introducing the basics of risk management and the behavior of financial instruments. The next section focuses on regulatory capital standards and models, addressing value-at-risk (VaR) models, portfolio credit risk, tranching, operational risk, and the Basel accords. The author then deals with asset/liability management (ALM) and liquidity management. The last part explores structured finance and a variety of new trading instruments, including inflation-linked products, sophisticated equity basket options, and convertible bonds.

With numerous exercises, figures, and examples throughout, this book offers valuable insight on various aspects of financial risk management.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

David Murphy

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Chapman and Hall/CRC
Año de publicación
2017
Idioma
Inglés
ISBN 10 
1138426253
ISBN 13 
9781138426252
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
470
Contacto del fabricante
CRC Press
https://www.routledge-ny.com

6000 BROKEN SOUND PARKWAY, NW SUITE 300
BOCA RATON
FL
33487
Estados Unidos de America
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9781584888932: Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series)

Edición Destacada

ISBN 10:  1584888938 ISBN 13:  9781584888932
Editorial: Chapman and Hall/CRC, 2008
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