Verfügbarkeit: Investment risk management

Investment risk management:

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Bibliographische Detailangaben
Format:	Buch
Sprache:	English
Veröffentlicht:	Oxford [u.a.] Oxford Univ. Press 2015
Schriftenreihe:	Financial markets and investments series
Schlagworte:	Investments Risk Financial risk Portfolio management Investition Risikomanagement Lehrbuch
Online-Zugang:	Inhaltsverzeichnis
Beschreibung:	Includes bibliographical references and index
Beschreibung:	XXXIII, 672 S. graph. Darst.
ISBN:	9780199331963

Internformat

MARC


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Datensatz im Suchindex

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adam_text	Contents List of Figures viii List of Tables xi Acknowledgments xiu About the. EditOTS xv About the Contributors rvii Abbreviations xxviii Part One FOUNDATIONS OF RISK MANAGEMENT 1. Investment Risk Management: An Overview 3 H. KENT BAKER AND GREG EILBECK 2. Measuring and Managing Risk 17 RAJMUND M. KOVAČEVIČ, GEORG CH. PFLUG, AND ALOIS PICHLER 3. How Risk Management Adds Value 42 M. MARTIN BOYER AND MONICA MARIN 4. Accounting and Risk Management 60 MARK BRADSHAW AND BJORN JORGENSEN Part Two TYPES OF RISK 5. Market Risk 81 RAMON P. DEGENNARO AND CHANAKA P. EDIRIS1N G H E 6. Credit Risk 96 NORBERT J. JOBST vi CONTENTS 7. Operational Risk 119 PAVEL V. SHEVCHENKO 8. Liquidity Risk 141 KOSE JOHN, SAMIR SAADI, AND HUJ ZHU 9. Country Risk 155 ASWATH DAMODARAN 10. Systemic Risk 179 ANDREAS KRAUSE 11. Behavioral Risk 197 M. MARTIN BOYER, FRANCA GLENZER. AND SAMUEL OUZAN 12. Governance Risk 213 QIOIER COSSIN 13. Inflation Risk 237 CLAUS HUBER, FELIX GASSER, AND NICOLAS BURKLER 14. Risk Aggregation and Capital Management 261 SUMIT MATHUR Part Three QUANTITATIVE ASSESSMENT OF RISK 15. Value-at-Risk and Other Risk Measures 283 MARKUS LEIPPOLD 16. Stress Testing 304 MARTIN CIHÀK 17. Risk Management and Regulation 324 DAVID E. ALLEN, ROBERT J. POWELL, AND ABHAY K. SINGH 18. Risk Budgeting 346 GREGG FISHER, TIM NGUYEN, AND CRISTIAN I. TIU 19. Risk-Adjusted Performance Measurement 355 PILAR GRAU CARLES 20. Risk Attribution Analysis 387 PHILIPPE BERTRANO CON T FNTS vii Part Four RISK MANAGEMENT AND ASSET CLASSES 21. Risk and Mortgage-Backed Securities in a Time of Transition 409 HAROLD C. BARNFTT 22. Credit Value Adjustment 4?6 JAMES T. MOSFR 23. Risk Management and Hedge Funds 442 RAZVAN PASCALAU Part Five HEDGING RISK 24. Options 463 KIT PONG WONG, GREG FILBECK, AND H. KENT BAKER 25. Futures 482 LUDWIG B. CHINCAR1NI, CEA 26. Swaps 508 DIMITRIS TSOUKNIDIS AND ELIAS BOUKRAMI 27. Credit Derivatives 523 UDO BROLl, SIMONE R A A 8, AND PETER WELZEL 28. Foreign Exchange Derivatives in Frontier Markets 543 OTHMANE BOUKRAMI AND BERT VAN LIER Part Six GOING FORWARD 29. Risk Management and FinanciaL Disasters 563 GABRIELE SABATO 30. The Future of Risk Management 580 HUNTER M. HOLZHAUER Discussion Questions and Answers 599 Index 639
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title	Investment risk management
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title_full	Investment risk management ed. by H. Kent Baker ...
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topic	Investments Risk Financial risk Portfolio management Investition (DE-588)4027556-5 gnd Risikomanagement (DE-588)4121590-4 gnd
topic_facet	Investments Risk Financial risk Portfolio management Investition Risikomanagement Lehrbuch
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