|
| Der Artikel wird am Ende des Bestellprozesses zum Download zur Verfügung gestellt. |
Handbook of Financial Risk Management
ISBN-13:
9781351385237
Veröffentl:
2020
Seiten:
1176
Autor:
Thierry Roncalli
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
0 - No protection
Sprache:
Englisch
Beschreibung:
Handbook of Financial Risk Management 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.
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.
Kunden Rezensionen
Mehr zum Thema
Folgen Sie uns auf:
