Risk Management and Analysis, Measuring and Modelling Financial Risk / Edition 1

Risk Management and Analysis, Measuring and Modelling Financial Risk / Edition 1

by Carol Alexander
     
 

ISBN-10: 0471979570

ISBN-13: 9780471979579

Pub. Date: 02/03/1999

Publisher: Wiley

"In what started as a second edition of the well received Handbook of Risk Management and Analysis, Carol Alexander has taken up the challenge of the increasing complexity of today's markets by selecting additional material to cover new aspects of risk modelling and new products, hence the present two volume edition. As before, the authors are well known not only

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Overview

"In what started as a second edition of the well received Handbook of Risk Management and Analysis, Carol Alexander has taken up the challenge of the increasing complexity of today's markets by selecting additional material to cover new aspects of risk modelling and new products, hence the present two volume edition. As before, the authors are well known not only for their mastery of the subject matter but also for their expository skills. Sound theories and tried methods are explained; new markets and products are clearly described. This is essential reading for the growing community of quantitatively-minded risk managers." Dr Jacques Pézier, September 1998

Product Details

ISBN-13:
9780471979579
Publisher:
Wiley
Publication date:
02/03/1999
Series:
Wiley Series in Financial Engineering Series, #1
Pages:
304
Product dimensions:
6.91(w) x 10.06(h) x 0.99(d)

Table of Contents

A Survey of Market Risk Measurment.

Mathematical Models of Risk.

Simulation 1.

Simulation 2.

Modelling Credit Risk.

Credit Enhancement.

Value at Risk.

Enterprise Wide Risk.

Risk Management Systems.

Optimal Hedging Strategies.

Volatility Trading.

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