Handbook of financial risk management:
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton ; London ; New York
CRC Press, Taylor & Francis Group, A Chapman & Hall Book
2020
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| Series: | A Chapman & Hall book
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| Subjects: | |
| Summary: | Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master's degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874 |
| Physical Description: | xxxiii, 1142 Seiten Illustrationen |
| ISBN: | 9781138501874 |
Staff View
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| 505 | 8 | |a 1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models. ConclusionAppendix | |
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| contents | 1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models. ConclusionAppendix |
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| id | DE-604.BV046883172 |
| illustrated | Illustrated |
| index_date | 2024-07-03T15:18:47Z |
| indexdate | 2024-07-10T08:56:29Z |
| institution | BVB |
| isbn | 9781138501874 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032293133 |
| oclc_num | 1164399554 |
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| physical | xxxiii, 1142 Seiten Illustrationen |
| publishDate | 2020 |
| publishDateSearch | 2020 |
| publishDateSort | 2020 |
| publisher | CRC Press, Taylor & Francis Group, A Chapman & Hall Book |
| record_format | marc |
| series2 | A Chapman & Hall book |
| spelling | Roncalli, Thierry Verfasser (DE-588)1011210959 aut Handbook of financial risk management Thierry Roncalli, University of Evry Boca Raton ; London ; New York CRC Press, Taylor & Francis Group, A Chapman & Hall Book 2020 xxxiii, 1142 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier A Chapman & Hall book 1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models. ConclusionAppendix Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master's degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874 Financial risk management / Handbooks, manuals, etc Risk management / Mathematical models / Handbooks, manuals, etc Risikomanagement (DE-588)4121590-4 gnd rswk-swf Finanzmanagement (DE-588)4139075-1 gnd rswk-swf Finanzmanagement (DE-588)4139075-1 s Risikomanagement (DE-588)4121590-4 s DE-604 Erscheint auch als Online-Ausgabe 978-1-315-14459-7 |
| spellingShingle | Roncalli, Thierry Handbook of financial risk management 1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models. ConclusionAppendix Financial risk management / Handbooks, manuals, etc Risk management / Mathematical models / Handbooks, manuals, etc Risikomanagement (DE-588)4121590-4 gnd Finanzmanagement (DE-588)4139075-1 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4139075-1 |
| title | Handbook of financial risk management |
| title_auth | Handbook of financial risk management |
| title_exact_search | Handbook of financial risk management |
| title_exact_search_txtP | Handbook of financial risk management |
| title_full | Handbook of financial risk management Thierry Roncalli, University of Evry |
| title_fullStr | Handbook of financial risk management Thierry Roncalli, University of Evry |
| title_full_unstemmed | Handbook of financial risk management Thierry Roncalli, University of Evry |
| title_short | Handbook of financial risk management |
| title_sort | handbook of financial risk management |
| topic | Financial risk management / Handbooks, manuals, etc Risk management / Mathematical models / Handbooks, manuals, etc Risikomanagement (DE-588)4121590-4 gnd Finanzmanagement (DE-588)4139075-1 gnd |
| topic_facet | Financial risk management / Handbooks, manuals, etc Risk management / Mathematical models / Handbooks, manuals, etc Risikomanagement Finanzmanagement |
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