Asset and Risk Management: risk oriented finance
Not available
Not available
9781118673515
Not available
Not available
Not available
The work is aimed at professionals working in the market (private or business fund managers or pension managers, market operators and business managers), risk managers and asset and liability managers, auditors and people working generally in the field of risk management." "This book also provides a very useful teaching tool suitable for use by both undergraduates and post-graduates, who have chosen to include a financial element in their studies. There are many numbered illustrations and a CD-ROM for practical application.
1 online resource (xxi, 396 p.)
Not available
ill.
Foreword / Philippe Jorion --
1. The regulatory context --
2. Changes in financial risk management --
3. Equities --
4. Bonds --
5. Options --
6. Theory of VaR --
7. VaR estimation techniques --
8. Setting up a VaR methodology --
9. Portfolio risk management --
10. Optimising the global portfolio via VaR --
11. Institutional management : APT applied to investment funds --
12. Techniques for measuring structural risks in balance sheets --
App. 1. Mathematical concepts --
App. 2. Probabilistic concepts --
App. 3. Statistical concepts --
App. 4. Extreme value theory --
App. 5. Canonical correlations --
App. 6. Algebraic presentation of logistic regression --
App. 7. The series models : ARCH-GARCH and EGARCH --
App. 8. Numerical methods for solving nonlinear equations.
1. The regulatory context --
2. Changes in financial risk management --
3. Equities --
4. Bonds --
5. Options --
6. Theory of VaR --
7. VaR estimation techniques --
8. Setting up a VaR methodology --
9. Portfolio risk management --
10. Optimising the global portfolio via VaR --
11. Institutional management : APT applied to investment funds --
12. Techniques for measuring structural risks in balance sheets --
App. 1. Mathematical concepts --
App. 2. Probabilistic concepts --
App. 3. Statistical concepts --
App. 4. Extreme value theory --
App. 5. Canonical correlations --
App. 6. Algebraic presentation of logistic regression --
App. 7. The series models : ARCH-GARCH and EGARCH --
App. 8. Numerical methods for solving nonlinear equations.
| Access no. | Call number | Location | Status |
|---|---|---|---|
| 00366/19 | 332.63 Esc A | Online | Available |