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RISK MANAGEMENT AND ANALYSIS, VOLUME 1: MEASURING AND MODELLING FINANCIAL RISK

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Risk Management and Analysis Volume 1 Measuring and Modelling Financial Risk Edited by Carol Alexander In the two years since the publication of The Handbook of Risk Management and Analysis interest and the practice of management, modelling and control of financial risks has grown enormously. The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains. Measuring and Modelling Financial Risk has been structured in four parts: the first three chapters survey standard approaches to measuring and modelling financial risk from the risk manager perspective, Chapters 4 and 5 are aimed primarily at quantitative risk analysts whose job it is to put the systems in place. Chapters 6 and 7 discuss important issues in IT and systems design, and the last two chapters cover pricing and risk management of credit-risky products. Leading figures in the field contribute: Michel Crouhy, Dan Galai and Robert Mark, Stan Beckers, Thomas Wilson, Mark Broadie and Paul Glasserman, Nigel Webb, Ron Dembo, Robert Jarrow and Stuart Turnbull, and Lee Wakeman. "Risk management is becoming an increasingly important activity for financial institutions, fund managers, and corporate treasurers. It used to be the case that the brightest 'quants' were used to design and value ever-more-exotic derivatives. Now increasingly they are finding that their talents can best be put to work in risk management. In this volume Carol Alexander has gathered together nine articles concerned with different aspects of risk management and analysis. The topics covered include the regulatory framework, volatility and correlation models, value at risk, and credit risk. The book will provide a valuable source of reference material for both market participants and students." John Hull, August 1998

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Availability

10005944

332.645 ALE r

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Carol Alexander

Call Number

332.645 ALE r

Publisher

London : John Wiley & Sons., 1998

Collation

xxii, 281 p. : ill ; 26cm.

Language

English

ISBN/ISSN

0-471-97957-0

Classification

332.645

Content Type

-

Edition

1st. ed.

Subject(s)

Risk
Buku Umum
Management Risk

Specific Detail Info

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