AN INTRODUCTION TO DERIVATIVES : INTERNATIONAL EDITION

Expanding on its solid background, this new edition continues to present technical material m a student friendly manner. Fresh new quotes from industry demonstrate key concepts, and the addition of…

SIMPLE TOOLS AND TECHNIQUES FOR ENTERPRISE RISK MANAGEMENT

The range of business threats is evolving rapidly but your organization can thrive and gain a competitive advantage with your business vision for enterprise risk management. Trends affecting market…

MASTERING VALUE AT RISK: A STEP-BY-STEP GUIDE TO UNDERSTANDING AND APPLYING VAR

The estimation of potential losses that could arise from adverse changes in market conditions is a key element of risk management. For financial institutions and corporate treasuries across the wo…

VALUE ADDED RISK MANAGEMENT IN FINANCIAL INSTITUTIONS: LEVERAGING BASEL II & …

A new perspective on risk management Risk management has evolved to address the more strategic issue of optimization of return on risk. This has been accompanied by statistical, mathematical, and …

MAKING ENTERPRISE RISK MANAGEMENT PAY OFF

Edition

1st. ed.

Call Number

658.155 BAR m

THE BASEL II RISK PARAMETERS: ESTIMATION, VALIDATION, AND STRESS TESTING

In the last decade the banking industry has experienced a significant development in the understanding of credit risk. Refined methods were proposed concerning the estimation of key risk parameters…

REAL OPTIONS: MANAGERIAL FLEXIBILITY AND STRATEGY IN RESOURCE ALLOCATION

Comprehensive in scope, Real Options reviews current techniques of capital budgeting and details an approach (based on the pricing of options) that provides a means of quantifying the elusive eleme…

COMPLEX DERIVATIVES: UNDERSTANDING AND MANAGING THE RISKS OF EXOTIC OPTIONS, …

This book provides the tools to measure the risks and benefits of this new generation of high-tech products. For financial market professionals who must stay abreast of the latest advances in finan…

FINANCIAL RISK MANAGEMENT: A PRACTITIONER'S GUIDE TO MANAGING MARKET AND CRED…

Financial Risk Management covers the strategies, principles, and measurement techniques necessary to measure and manage financial risk. With a focus on management perspective, this book explores re…

RISK INTELLIGENCE: LEARNING TO MANAGE WHAT WE DON'T KNOW

Too many executives think risk management is strictly for technical specialists. In Risk Intelligence: Learning to Manage What We Don’t Know, David Apgar challenges this misconception. The author…