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QUANTITATIVE RISK MANAGEMENT: A PRACTICAL GUIDE TO FINANCIAL RISK

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State of the art risk management techniques and practices--supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.

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Availability

10000660

332.1068 COL q

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Thomas S. Coleman

Call Number

332.1068 COL q

Publisher

New Jersey : John Wiley & Sons., 2012

Collation

xviii, 558 p. : ill ; 24cm.

Language

English

ISBN/ISSN

978-1-118-02658-8

Classification

332.1068

Content Type

-

Edition

-

Subject(s)

Buku Umum
Finance
Risk Management
Financial Risk Management

Specific Detail Info

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Other version/related

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