The process of enterprise risk management /:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York :
Nova Science Publishers Inc.,
[2018]
|
| Schriftenreihe: | Management science--theory and applications series.
Business issues, competition and entrepreneurship series. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 1 online resource (viii, 328 pages) |
| ISBN: | 9781536144284 1536144282 |
Internformat
MARC
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| 001 | ZDB-4-EBU-on1078636943 | ||
| 003 | OCoLC | ||
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| 008 | 181210s2018 nyu o 000 0 eng d | ||
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| 020 | |a 9781536144284 |q (electronic bk.) | ||
| 020 | |a 1536144282 |q (electronic bk.) | ||
| 020 | |z 9781536144277 | ||
| 020 | |z 1536144274 | ||
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| 100 | 1 | |a Oh, Kok-Boon, |e author. | |
| 245 | 1 | 4 | |a The process of enterprise risk management / |c Kok Boon Oh [and four others]. |
| 264 | 1 | |a New York : |b Nova Science Publishers Inc., |c [2018] | |
| 300 | |a 1 online resource (viii, 328 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Management science--theory and applications | |
| 490 | 1 | |a Business issues, competition and entrepreneurship | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Intro; Contents; Preface; Chapter 1; Enterprise Risk Management; 1.1. Introduction; 1.2. Globalisation and Market Crises; 1.3. Concept of Risk; 1.3.1. Dimensions of Risk; 1.3.2. Risk and Return; 1.4. Corporate Risk Environment; 1.5. Enterprise Risk Management and Its Value; 1.6. Enterprise Risk Management Process; 1.7. Aim; Chapter 2; Enterprise Risk Exposure; 2.1. Introduction; 2.2. Firm Value and Risk; 2.3. Risk-Return Relationship; 2.4. Business Versus Financial Risk; 2.4.1. Business Risk; 2.4.2. Financial Risk; Liquidity Ratios; Safety Ratios; 2.5. Decision-Making and Risks | |
| 505 | 8 | |a 2.6. Risk Decomposition2.7. Financial System and Risk; 2.8. International Business Risk; 2.9. Conclusion; Chapter 3; Measuring Enterprise Risk; 3.1. Introduction; 3.2. Price Behaviour; 3.3. Risk Measurement; 3.3.1. Financial Risk Ratios; Liquidity Ratios; Leverage Ratios; 3.3.2. Operational Ratios; Operating Performance Ratios; Operating Profitability Ratios; 3.3.3. Risk-Adjusted Performance Ratios; Sharp Ratio; Sortino Ratio; Information Ratio; 3.4. Mean-Variance Space (Standard Deviation); 3.4.1. Volatility and Expected Returns; 3.4.1.1. Covariance; 3.4.1.2. Correlation | |
| 505 | 8 | |a 3.4.2. Coefficient of Variation3.4.3. Market Model and Beta; 3.4.4. Delta; 3.4.5. ARCH and GARCH; 3.4.5.1. ARCH; 3.4.5.2. GARCH; I-GARCH; A-GARCH; 3.4.5.3. Applications of ARCH; Applications of ARCH to Stock Return Data; Application of ARCH to Interest Rate; Application of ARCH to Foreign Exchange Rate; 3.5. Measuring Portfolio Risk; 3.6. Capital Pricing Asset Model; 3.7. Conclusion; Chapter 4; Modelling Enterprise Risk; 4.1. Introduction; 4.2. Period versus Continuous Time Analysis; 4.3. Risk Models; 4.3.1. Discounted Cash Flow Model; 4.3.2. Duration Model | |
| 505 | 8 | |a 4.3.3. Duration and Price Volatility4.3.4. Factor Analysis; 4.3.4.1. Multifactor Model; 4.3.4.2. Arbitrage Pricing Theory Model; 4.3.5. Cash Flow-at-Risk Model; 4.3.6. Extreme Value Theory; 4.3.7. Value-at-Risk; 4.3.8. Limitations of VaR; 4.3.9. Stress Testing; 4.4. Conclusion; Chapter 5; Hedging Techniques and Tools; 5.1. Introduction; 5.2. Insurance; 5.3. Hedging Strategy; 5.3.1. Macro versus Micro Hedging; 5.3.2. Internal and External Hedging; 5.4. Value of Hedging; 5.5. Derivatives Market; 5.6. Derivative Pricing; 5.6.1. Intertemporal Pricing; 5.6.2. Price Convergence | |
| 505 | 8 | |a 5.6.3. Contango Market5.6.4. Backwardation Market; 5.7. Forward Contracts; 5.7.1. Pricing of Forward Contracts; 5.7.2. Hedging Using Forwards; 5.7.3. Problems in Forward Markets; 5.8. Futures Contracts; 5.8.1. Hedging with Futures; 5.8.2. Limitations with Futures; 5.9. Options; 5.9.1. Call Options; 5.9.2. Put Options; 5.9.3. Pricing an Option; 5.9.3.1. Binomial Pricing Approach; 5.9.3.2. Black & Scholes Model; 5.9.3.3. Garman-Kohlhagen Model; 5.9.4. Exotic Options; 5.10. Swaps; 5.11. Cash-Flow Hedging; 5.12. Derivative Risks; 5.12.1. Basis Risk; 5.12.2. Minimum Variance Hedge Ratio | |
| 650 | 0 | |a Risk management. |0 http://id.loc.gov/authorities/subjects/sh85114200 | |
| 650 | 2 | |a Risk Management |0 https://id.nlm.nih.gov/mesh/D012308 | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Industrial Management. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Management. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Management Science. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Organizational Behavior. |2 bisacsh | |
| 650 | 7 | |a Risk management |2 fast | |
| 758 | |i has work: |a The Process of Enterprise Risk Management (Text) |1 https://id.oclc.org/worldcat/entity/E39PCYTxwHQgRxMBTyMHMyyFjC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Oh, Kok-Boon. |t Process of enterprise risk management. |d New York : Nova Science Publishers Inc., [2018] |z 9781536144277 |w (OCoLC)1050607795 |
| 830 | 0 | |a Management science--theory and applications series. |0 http://id.loc.gov/authorities/names/no2010119371 | |
| 830 | 0 | |a Business issues, competition and entrepreneurship series. |0 http://id.loc.gov/authorities/names/no2009119442 | |
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Datensatz im Suchindex
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| contents | Intro; Contents; Preface; Chapter 1; Enterprise Risk Management; 1.1. Introduction; 1.2. Globalisation and Market Crises; 1.3. Concept of Risk; 1.3.1. Dimensions of Risk; 1.3.2. Risk and Return; 1.4. Corporate Risk Environment; 1.5. Enterprise Risk Management and Its Value; 1.6. Enterprise Risk Management Process; 1.7. Aim; Chapter 2; Enterprise Risk Exposure; 2.1. Introduction; 2.2. Firm Value and Risk; 2.3. Risk-Return Relationship; 2.4. Business Versus Financial Risk; 2.4.1. Business Risk; 2.4.2. Financial Risk; Liquidity Ratios; Safety Ratios; 2.5. Decision-Making and Risks 2.6. Risk Decomposition2.7. Financial System and Risk; 2.8. International Business Risk; 2.9. Conclusion; Chapter 3; Measuring Enterprise Risk; 3.1. Introduction; 3.2. Price Behaviour; 3.3. Risk Measurement; 3.3.1. Financial Risk Ratios; Liquidity Ratios; Leverage Ratios; 3.3.2. Operational Ratios; Operating Performance Ratios; Operating Profitability Ratios; 3.3.3. Risk-Adjusted Performance Ratios; Sharp Ratio; Sortino Ratio; Information Ratio; 3.4. Mean-Variance Space (Standard Deviation); 3.4.1. Volatility and Expected Returns; 3.4.1.1. Covariance; 3.4.1.2. Correlation 3.4.2. Coefficient of Variation3.4.3. Market Model and Beta; 3.4.4. Delta; 3.4.5. ARCH and GARCH; 3.4.5.1. ARCH; 3.4.5.2. GARCH; I-GARCH; A-GARCH; 3.4.5.3. Applications of ARCH; Applications of ARCH to Stock Return Data; Application of ARCH to Interest Rate; Application of ARCH to Foreign Exchange Rate; 3.5. Measuring Portfolio Risk; 3.6. Capital Pricing Asset Model; 3.7. Conclusion; Chapter 4; Modelling Enterprise Risk; 4.1. Introduction; 4.2. Period versus Continuous Time Analysis; 4.3. Risk Models; 4.3.1. Discounted Cash Flow Model; 4.3.2. Duration Model 4.3.3. Duration and Price Volatility4.3.4. Factor Analysis; 4.3.4.1. Multifactor Model; 4.3.4.2. Arbitrage Pricing Theory Model; 4.3.5. Cash Flow-at-Risk Model; 4.3.6. Extreme Value Theory; 4.3.7. Value-at-Risk; 4.3.8. Limitations of VaR; 4.3.9. Stress Testing; 4.4. Conclusion; Chapter 5; Hedging Techniques and Tools; 5.1. Introduction; 5.2. Insurance; 5.3. Hedging Strategy; 5.3.1. Macro versus Micro Hedging; 5.3.2. Internal and External Hedging; 5.4. Value of Hedging; 5.5. Derivatives Market; 5.6. Derivative Pricing; 5.6.1. Intertemporal Pricing; 5.6.2. Price Convergence 5.6.3. Contango Market5.6.4. Backwardation Market; 5.7. Forward Contracts; 5.7.1. Pricing of Forward Contracts; 5.7.2. Hedging Using Forwards; 5.7.3. Problems in Forward Markets; 5.8. Futures Contracts; 5.8.1. Hedging with Futures; 5.8.2. Limitations with Futures; 5.9. Options; 5.9.1. Call Options; 5.9.2. Put Options; 5.9.3. Pricing an Option; 5.9.3.1. Binomial Pricing Approach; 5.9.3.2. Black & Scholes Model; 5.9.3.3. Garman-Kohlhagen Model; 5.9.4. Exotic Options; 5.10. Swaps; 5.11. Cash-Flow Hedging; 5.12. Derivative Risks; 5.12.1. Basis Risk; 5.12.2. Minimum Variance Hedge Ratio |
| ctrlnum | (OCoLC)1078636943 |
| dewey-full | 658.15/5 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15/5 |
| dewey-search | 658.15/5 |
| dewey-sort | 3658.15 15 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-4-EBU-on1078636943 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-16T15:04:23Z |
| institution | BVB |
| isbn | 9781536144284 1536144282 |
| language | English |
| oclc_num | 1078636943 |
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| publisher | Nova Science Publishers Inc., |
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| series | Management science--theory and applications series. Business issues, competition and entrepreneurship series. |
| series2 | Management science--theory and applications Business issues, competition and entrepreneurship |
| spelling | Oh, Kok-Boon, author. The process of enterprise risk management / Kok Boon Oh [and four others]. New York : Nova Science Publishers Inc., [2018] 1 online resource (viii, 328 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Management science--theory and applications Business issues, competition and entrepreneurship Print version record. Intro; Contents; Preface; Chapter 1; Enterprise Risk Management; 1.1. Introduction; 1.2. Globalisation and Market Crises; 1.3. Concept of Risk; 1.3.1. Dimensions of Risk; 1.3.2. Risk and Return; 1.4. Corporate Risk Environment; 1.5. Enterprise Risk Management and Its Value; 1.6. Enterprise Risk Management Process; 1.7. Aim; Chapter 2; Enterprise Risk Exposure; 2.1. Introduction; 2.2. Firm Value and Risk; 2.3. Risk-Return Relationship; 2.4. Business Versus Financial Risk; 2.4.1. Business Risk; 2.4.2. Financial Risk; Liquidity Ratios; Safety Ratios; 2.5. Decision-Making and Risks 2.6. Risk Decomposition2.7. Financial System and Risk; 2.8. International Business Risk; 2.9. Conclusion; Chapter 3; Measuring Enterprise Risk; 3.1. Introduction; 3.2. Price Behaviour; 3.3. Risk Measurement; 3.3.1. Financial Risk Ratios; Liquidity Ratios; Leverage Ratios; 3.3.2. Operational Ratios; Operating Performance Ratios; Operating Profitability Ratios; 3.3.3. Risk-Adjusted Performance Ratios; Sharp Ratio; Sortino Ratio; Information Ratio; 3.4. Mean-Variance Space (Standard Deviation); 3.4.1. Volatility and Expected Returns; 3.4.1.1. Covariance; 3.4.1.2. Correlation 3.4.2. Coefficient of Variation3.4.3. Market Model and Beta; 3.4.4. Delta; 3.4.5. ARCH and GARCH; 3.4.5.1. ARCH; 3.4.5.2. GARCH; I-GARCH; A-GARCH; 3.4.5.3. Applications of ARCH; Applications of ARCH to Stock Return Data; Application of ARCH to Interest Rate; Application of ARCH to Foreign Exchange Rate; 3.5. Measuring Portfolio Risk; 3.6. Capital Pricing Asset Model; 3.7. Conclusion; Chapter 4; Modelling Enterprise Risk; 4.1. Introduction; 4.2. Period versus Continuous Time Analysis; 4.3. Risk Models; 4.3.1. Discounted Cash Flow Model; 4.3.2. Duration Model 4.3.3. Duration and Price Volatility4.3.4. Factor Analysis; 4.3.4.1. Multifactor Model; 4.3.4.2. Arbitrage Pricing Theory Model; 4.3.5. Cash Flow-at-Risk Model; 4.3.6. Extreme Value Theory; 4.3.7. Value-at-Risk; 4.3.8. Limitations of VaR; 4.3.9. Stress Testing; 4.4. Conclusion; Chapter 5; Hedging Techniques and Tools; 5.1. Introduction; 5.2. Insurance; 5.3. Hedging Strategy; 5.3.1. Macro versus Micro Hedging; 5.3.2. Internal and External Hedging; 5.4. Value of Hedging; 5.5. Derivatives Market; 5.6. Derivative Pricing; 5.6.1. Intertemporal Pricing; 5.6.2. Price Convergence 5.6.3. Contango Market5.6.4. Backwardation Market; 5.7. Forward Contracts; 5.7.1. Pricing of Forward Contracts; 5.7.2. Hedging Using Forwards; 5.7.3. Problems in Forward Markets; 5.8. Futures Contracts; 5.8.1. Hedging with Futures; 5.8.2. Limitations with Futures; 5.9. Options; 5.9.1. Call Options; 5.9.2. Put Options; 5.9.3. Pricing an Option; 5.9.3.1. Binomial Pricing Approach; 5.9.3.2. Black & Scholes Model; 5.9.3.3. Garman-Kohlhagen Model; 5.9.4. Exotic Options; 5.10. Swaps; 5.11. Cash-Flow Hedging; 5.12. Derivative Risks; 5.12.1. Basis Risk; 5.12.2. Minimum Variance Hedge Ratio Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Risk Management https://id.nlm.nih.gov/mesh/D012308 Gestion du risque. risk management. aat BUSINESS & ECONOMICS Industrial Management. bisacsh BUSINESS & ECONOMICS Management. bisacsh BUSINESS & ECONOMICS Management Science. bisacsh BUSINESS & ECONOMICS Organizational Behavior. bisacsh Risk management fast has work: The Process of Enterprise Risk Management (Text) https://id.oclc.org/worldcat/entity/E39PCYTxwHQgRxMBTyMHMyyFjC https://id.oclc.org/worldcat/ontology/hasWork Print version: Oh, Kok-Boon. Process of enterprise risk management. New York : Nova Science Publishers Inc., [2018] 9781536144277 (OCoLC)1050607795 Management science--theory and applications series. http://id.loc.gov/authorities/names/no2010119371 Business issues, competition and entrepreneurship series. http://id.loc.gov/authorities/names/no2009119442 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1975712 Volltext |
| spellingShingle | Oh, Kok-Boon The process of enterprise risk management / Management science--theory and applications series. Business issues, competition and entrepreneurship series. Intro; Contents; Preface; Chapter 1; Enterprise Risk Management; 1.1. Introduction; 1.2. Globalisation and Market Crises; 1.3. Concept of Risk; 1.3.1. Dimensions of Risk; 1.3.2. Risk and Return; 1.4. Corporate Risk Environment; 1.5. Enterprise Risk Management and Its Value; 1.6. Enterprise Risk Management Process; 1.7. Aim; Chapter 2; Enterprise Risk Exposure; 2.1. Introduction; 2.2. Firm Value and Risk; 2.3. Risk-Return Relationship; 2.4. Business Versus Financial Risk; 2.4.1. Business Risk; 2.4.2. Financial Risk; Liquidity Ratios; Safety Ratios; 2.5. Decision-Making and Risks 2.6. Risk Decomposition2.7. Financial System and Risk; 2.8. International Business Risk; 2.9. Conclusion; Chapter 3; Measuring Enterprise Risk; 3.1. Introduction; 3.2. Price Behaviour; 3.3. Risk Measurement; 3.3.1. Financial Risk Ratios; Liquidity Ratios; Leverage Ratios; 3.3.2. Operational Ratios; Operating Performance Ratios; Operating Profitability Ratios; 3.3.3. Risk-Adjusted Performance Ratios; Sharp Ratio; Sortino Ratio; Information Ratio; 3.4. Mean-Variance Space (Standard Deviation); 3.4.1. Volatility and Expected Returns; 3.4.1.1. Covariance; 3.4.1.2. Correlation 3.4.2. Coefficient of Variation3.4.3. Market Model and Beta; 3.4.4. Delta; 3.4.5. ARCH and GARCH; 3.4.5.1. ARCH; 3.4.5.2. GARCH; I-GARCH; A-GARCH; 3.4.5.3. Applications of ARCH; Applications of ARCH to Stock Return Data; Application of ARCH to Interest Rate; Application of ARCH to Foreign Exchange Rate; 3.5. Measuring Portfolio Risk; 3.6. Capital Pricing Asset Model; 3.7. Conclusion; Chapter 4; Modelling Enterprise Risk; 4.1. Introduction; 4.2. Period versus Continuous Time Analysis; 4.3. Risk Models; 4.3.1. Discounted Cash Flow Model; 4.3.2. Duration Model 4.3.3. Duration and Price Volatility4.3.4. Factor Analysis; 4.3.4.1. Multifactor Model; 4.3.4.2. Arbitrage Pricing Theory Model; 4.3.5. Cash Flow-at-Risk Model; 4.3.6. Extreme Value Theory; 4.3.7. Value-at-Risk; 4.3.8. Limitations of VaR; 4.3.9. Stress Testing; 4.4. Conclusion; Chapter 5; Hedging Techniques and Tools; 5.1. Introduction; 5.2. Insurance; 5.3. Hedging Strategy; 5.3.1. Macro versus Micro Hedging; 5.3.2. Internal and External Hedging; 5.4. Value of Hedging; 5.5. Derivatives Market; 5.6. Derivative Pricing; 5.6.1. Intertemporal Pricing; 5.6.2. Price Convergence 5.6.3. Contango Market5.6.4. Backwardation Market; 5.7. Forward Contracts; 5.7.1. Pricing of Forward Contracts; 5.7.2. Hedging Using Forwards; 5.7.3. Problems in Forward Markets; 5.8. Futures Contracts; 5.8.1. Hedging with Futures; 5.8.2. Limitations with Futures; 5.9. Options; 5.9.1. Call Options; 5.9.2. Put Options; 5.9.3. Pricing an Option; 5.9.3.1. Binomial Pricing Approach; 5.9.3.2. Black & Scholes Model; 5.9.3.3. Garman-Kohlhagen Model; 5.9.4. Exotic Options; 5.10. Swaps; 5.11. Cash-Flow Hedging; 5.12. Derivative Risks; 5.12.1. Basis Risk; 5.12.2. Minimum Variance Hedge Ratio Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Risk Management https://id.nlm.nih.gov/mesh/D012308 Gestion du risque. risk management. aat BUSINESS & ECONOMICS Industrial Management. bisacsh BUSINESS & ECONOMICS Management. bisacsh BUSINESS & ECONOMICS Management Science. bisacsh BUSINESS & ECONOMICS Organizational Behavior. bisacsh Risk management fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85114200 https://id.nlm.nih.gov/mesh/D012308 |
| title | The process of enterprise risk management / |
| title_auth | The process of enterprise risk management / |
| title_exact_search | The process of enterprise risk management / |
| title_full | The process of enterprise risk management / Kok Boon Oh [and four others]. |
| title_fullStr | The process of enterprise risk management / Kok Boon Oh [and four others]. |
| title_full_unstemmed | The process of enterprise risk management / Kok Boon Oh [and four others]. |
| title_short | The process of enterprise risk management / |
| title_sort | process of enterprise risk management |
| topic | Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Risk Management https://id.nlm.nih.gov/mesh/D012308 Gestion du risque. risk management. aat BUSINESS & ECONOMICS Industrial Management. bisacsh BUSINESS & ECONOMICS Management. bisacsh BUSINESS & ECONOMICS Management Science. bisacsh BUSINESS & ECONOMICS Organizational Behavior. bisacsh Risk management fast |
| topic_facet | Risk management. Risk Management Gestion du risque. risk management. BUSINESS & ECONOMICS Industrial Management. BUSINESS & ECONOMICS Management. BUSINESS & ECONOMICS Management Science. BUSINESS & ECONOMICS Organizational Behavior. Risk management |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1975712 |
| work_keys_str_mv | AT ohkokboon theprocessofenterpriseriskmanagement AT ohkokboon processofenterpriseriskmanagement |