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

Murphy, David

 
9781584888932: Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series)
Tapa blanda
ISBN 10: 1584888938 ISBN 13: 9781584888932
Editorial: Chapman and Hall/CRC, 2008

Sinopsis

This book explains how to understand financial risk and how the severity and frequency of losses can be controlled. Divided into four parts, it 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.

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Acerca del autor

David Murphy

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

Editorial
Chapman and Hall/CRC
Año de publicación
2008
Idioma
Inglés
ISBN 10 
1584888938
ISBN 13 
9781584888932
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
470
Editor
Cont Rama, Madan Dilip B., Dempster M.A.H.
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9781138426252: Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series)

Edición Destacada

ISBN 10:  1138426253 ISBN 13:  9781138426252
Editorial: Chapman and Hall/CRC, 2017
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