Palgrave Macmillan, 2008. — 220 p. — ISBN: 978-0230553811. Financial institutions are increasingly providing Islamic financial contracts in global markets. As a result of this market growth there is a high demand to understand how to assess and manage the risks arising from applying Islamic financial products and services. Credit, operational, market and liquidity risks...
Wiley, 2013. — 579 p. — 2nd ed. — ISBN: 111817545X, 9781118175453 A top risk management practitioner addresses the essential aspects of modern financial risk management In the Second Edition of Financial Risk Management + Website, market risk expert Steve Allen offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques...
2nd ed. — Wiley, 2015. — 368 p. — ISBN: 111909805X, 9781119098058 Gain a deeper understanding of the issues surrounding financial risk and regulation Foundations of Financial Risk details the various risks, regulations, and supervisory requirements institutions face in today's economic and regulatory environment. Written by the experts at the Global Association of Risk...
Wiley – 2003, 156 p. ISBN: 0470847743, 9780470847749. In an age where companies and financial institutions are keenly focusing on managing the financial risk of their operations, the implementation of quantitative methods and models has been of tremendous help, allowing firms to analyze and manage their risk more efficiently and effectively. However, the focus on quantitative...
Cambridge: University Press, 2001. — 234 p. — ISBN: 0-521-78232-5. This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and processing huge quantities of data on financial markets opens the path...
2nd edition. — John Wiley & Sons, 2015. — 232 p. — ISBN: 1118735811 Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the...
South-Western College Pub, 2006. - 698 p. ISBN: 0324646275 This leading text gives students a solid understanding of financial derivatives and their use in managing the risks of financial decisions. Book provides a blend of institutional material, theory, and practical applications. The latest financial information throughout this edition and timely updates on the text's...
Academic Press – 2011, 326 p., 2nd edition. ISBN: 0123744482, 9780123744487. The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so...
Wiley, 2012. — 558 p. — ISBN: 1118026586, 9781118026588 This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is...
Routledge, 2014. — 486 p. — ASIN B00O68AMTG. Financial Risk Management is a topic of primary importance in financial markets and, more generally, in life. Risk can be seen as an opportunity if related to the concept of compensative return. It is therefore important to learn how to measure and control risk, in order to get exposure to as much risk as is necessary to achieve some...
Routledge, 2014. — 486 p. — ASIN B00O68AMTG. Financial Risk Management is a topic of primary importance in financial markets and, more generally, in life. Risk can be seen as an opportunity if related to the concept of compensative return. It is therefore important to learn how to measure and control risk, in order to get exposure to as much risk as is necessary to achieve some...
Wiley – 2011, 296 p. ISBN: 0470669438. Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to...
Yale University Press, 2022. — 287 p. — ISBN: 978-0-300-23481-7. Finance plays a key role in the prosperity of the modern world — but it also brings grave dangers. We seek to manage those threats with a vast array of sophisticated mathematical tools and techniques of financial risk management. Too often, though, we fail to address the greatest risk — the peril posed by our...
Routledge, 2021. — 275 p. — (Routledge Advanced Texts in Economics and Finance). — ISBN: 978-0367674793. Financial Risk Management and Derivative Instruments offer an introduction to the riskiness of stock markets and the application of derivative instruments in managing exposure to such risk. Structured in two parts, the first part offers an introduction to stock market and...
Wiley Trading Series, Wiley, 2004. — 294 p. — ISBN: 978-0470850268. In Financial Risk Taking, trader and psychologist Mike Elvin explores the complex relationship between human behaviour patterns and the markets, offering the reader a context in which to assess their own strengths and weaknesses as investors. The book offers an apposite and uncomplicated system of skills...
Elsevier, 2004. - 381 p. ISBN: 0444516743 This book is devoted to modern methodologies of financial risk management of pension plans, mostly defined benefit plans. The reader is expected to know basic probability theory and mathematical analysis, while all required concepts in financial and actuarial mathematics are developed in the text. The book outlines basic actuarial...
Amacom, 2011. — 320 p. — ISBN; 0814417442, 9780814417447 Managing financial risks comes down to understanding how to reduce a complex business environment into workable concepts and models. "The AMA Handbook of Financial Risk Management" provides readers with the tools they need for dealing with the most important areas of financial decision making. Filled with strategies,...
Wiley, 2005. — 257 p. — ISBN: 978-0-471-70616-8 Quality: recognized text without errors (OCR). Financial markets are a fascinating reflection of the people behind them. Usually interesting, occasionally irrational, markets take on a life of their own,moving farther and faster than models predict and sometimes concluding with events that are theoretically unlikely. There is...
Wiley, 2005. — 257 p. — ISBN: 0471706167. A concise introduction to financial risk management strategies, policies, and techniques This ideal guide for business professionals focuses on strategic and management issues associated with financial risk. Essentials of Financial Risk Management identifies risk-mitigation policies and strategies; suggestions for determining an...
Palgrave Macmillan, 2017. — 423 p. — ISBN: 978-3-319-41365-5 This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk, operational risk, liquidity...
3rd ed. — McGraw-Hill, 2006. — 594 p. — ISBN: 0071464956, 9780071464956 Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information...
2nd edition. — McGraw-Hill, 2001. — 543 p. Language: English. Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Second Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed...
L.: Imperial College Press, 2014. - 372 p. Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of...
World Scientific, 2014. — 372 p. — (Series in Quantitative Finance, Book 5). — ISBN: 1783263083, 9781783263080 Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts,...
Business Science Reference, 2022. — 315 p. Financial risk management has become increasingly important in the last years and a profound understanding of this subject is vital for managers, practitioners, investors, and students of finance and related areas. This book provides the major trends regarding research on financial risk management, as well as the practices of different...
Wiley, 2011. — 722 p. — (Wiley Finance). — ISBN: 0470481803. Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in...
John Wiley & Sons Inc., 2024. — 224 p. — ISBN-13: 978-1119885290. Protect your organization against financial misconduct In Financial Risk Management: From Metrics to Human Conduct, Frantz Maurer delivers a thorough and practical review of the core methods used by professionals in the real world to reduce the risk of financial misconduct. Starting with the key points of banking...
Wiley, 2012. – 291 p. – ISBN: 1118170628, 9781118170625 A practical guide to modern financial risk management for both practitioners and academics The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world. At the same time, financial products and investment strategies are becoming increasingly...
2nd ed. — Wiley, 2014. — 333 p. — ISBN: 9781118750292. Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to...
Wiley, 2018. — 323 p. — ISBN 111952220X. A mathematical guide to measuring and managing financial risk Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management introduces students and risk professionals to...
Chapman and Hall/CRC – 2008, 472 p. ISBN: 1584888938, 9781584888932 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...
N.-Y.: Risk Books, 2013. - 379 p. The economic environment left exposed in the wake of the financial crisis of 2007-2012 has revealed a vast amount of risk-related problems and new case studies in waiting. Due to the increasing amount of new regulations which were imposed in order to contend with the results of the crisis, companies have amped up their scrutiny of risk...
2nd ed. — Wiley, 2016. — 437 p. — ISBN: 9781119119661 This book introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. This edition has been extensively revised to include new topics on risk surfaces and...
Wiley, 2013. – 371 p. – ISBN: 0470978708, 9780470978702. Statistics in Practice. Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. Financial Risk Modeling and Portfolio Optimization with R: Demonstrates...
Palgrave Macmillan, 2006. - 344 p. ISBN: 1403936080 The authors present a comprehensive and timely discussion of economic capital and financial risk management for financial services firms and conglomerates. Topics covered include: *the different types of risks that firms collect; *risk governance issues; *how stress testing can be used to measure risk; *the provision of a...
Wiley – 2011, 387 p. ISBN: 1405183691 A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.Helps to answer the question: which risk measure is best for a given problem?Finds new relations between existing classes of risk measuresDescribes applications in...
Prinston: Prinston University Press, 2007. - 303 p. Today's top financial-risk professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But this excessive reliance on quantitative precision is misleading-and it puts us all at risk. This is the case that Riccardo Rebonato makes in Plight of the Fortune Tellers...
Springer, 2018. — 174 p. — ISBN: 3658228210. The thesis of Kristina Reimer provides a comprehensive analysis of asymmetric cost behavior (also known as cost stickiness) by discussing its origin and development in the theoretical and empirical research from the 1920s of the past century up until today. Further, using an empirical approach, she investigates the implications of...
Auerbach Publications, 2024. — 483 p. — ISBN: 9780367359614. Risk Analytics: Data-Driven Decisions Under Uncertainty introduces a way to analyze and design a risk analytics system (RAS) that integrates multiple approaches to risk analytics to deal with diverse types of data and problems. A risk analytics system is a hybrid system where human and artificial intelligence interact...
The Economist, 2004. - 256 p. When did modern risk management begin? It was an extraordinary collision of extreme conditions in financial markets in the 1980s and a dramatic increase in computer power. In the space of a few years, outcomes which could be tested only by intuitive sketches on the back of an envelope, or worked out after weeks of cranky iterations on a calculator,...
Wiley, 2015. — 712 p. — (Wiley Finance). — ISBN: 9781119135517. A global banking risk management guide geared toward the practitioner. Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the...
Series: Wiley Finance (Book 349) Publisher: Wiley (September 9, 2005) Language: English Pages - 1377 ISBN10: 0471789380 ISBN13: 978-0471789383 Product Dimensions: 5.4 x 0.7 x 7.5 inches Shipping Weight: 4.6 ounces July 2004, 2004 PDF format This CD-ROM is the most efficient and economical way to access the core readings from the FRM Exam. Over 700 p. of essential reading...
2011. - 129 p. Current practice largely follows restrictive approaches to market risk measurement, such as historical simulation or RiskMetrics. In contrast, the book proposes flexible methods that exploit recent developments in financial econometrics and likely to produce more accurate risk assessments, treating both portfolio level and asset-level analysis. Asset-level...
Wiley, 2013. – 775 p. – ISBN: 1118278542, 9781118278543. Practical tools and advice for managing financial risk, updated for a post-crisis world. Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the...
Springer – 2011, 347 p. ISBN: 3642193382, 9783642193385 The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy as well as within companies. It presents a number of approaches and case studies directed at applying risk management to diverse business environments. Included are traditional market...
Wiley, 2015. — 450 p. — (Frank J. Fabozzi Series). — ISBN: 1118738187, 9781118738184 A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk...
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