Quantitative Risk Management
-15%
portes grátis
Quantitative Risk Management
A Practical Guide to Financial Risk + Website
;
John Wiley & Sons Inc
04/2012
576
Dura
Inglês
9781118026588
15 a 20 dias
Descrição não disponível.
Foreword ix Preface xiii Acknowledgments xvii PART ONE Managing Risk 1 CHAPTER 1 Risk Management versus Risk Measurement 3 CHAPTER 2 Risk, Uncertainty, Probability, and Luck 15 CHAPTER 3 Managing Risk 67 CHAPTER 4 Financial Risk Events 101 CHAPTER 5 Practical Risk Techniques 137 CHAPTER 6 Uses and Limitations of Quantitative Techniques 169 PART TWO Measuring Risk 173 CHAPTER 7 Introduction to Quantitative Risk Measurement 175 CHAPTER 8 Risk and Summary Measures: Volatility and VaR 187 CHAPTER 9 Using Volatility and VaR 269 CHAPTER 10 Portfolio Risk Analytics and Reporting 311 CHAPTER 11 Credit Risk 377 CHAPTER 12 Liquidity and Operational Risk 481 CHAPTER 13 Conclusion 529 About the Companion Web Site 531 References 533 About the Author 539 Index 541
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Foreword ix Preface xiii Acknowledgments xvii PART ONE Managing Risk 1 CHAPTER 1 Risk Management versus Risk Measurement 3 CHAPTER 2 Risk, Uncertainty, Probability, and Luck 15 CHAPTER 3 Managing Risk 67 CHAPTER 4 Financial Risk Events 101 CHAPTER 5 Practical Risk Techniques 137 CHAPTER 6 Uses and Limitations of Quantitative Techniques 169 PART TWO Measuring Risk 173 CHAPTER 7 Introduction to Quantitative Risk Measurement 175 CHAPTER 8 Risk and Summary Measures: Volatility and VaR 187 CHAPTER 9 Using Volatility and VaR 269 CHAPTER 10 Portfolio Risk Analytics and Reporting 311 CHAPTER 11 Credit Risk 377 CHAPTER 12 Liquidity and Operational Risk 481 CHAPTER 13 Conclusion 529 About the Companion Web Site 531 References 533 About the Author 539 Index 541
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