| Description |
xxi, 393 pages ; 24 cm + 1 computer optical disc (4 3/4 in.) |
| Contents |
Ch. 1. Introduction -- Ch. 2. Institutional Background -- Ch. 3. Operational Risk -- Ch. 4. Financial Disasters -- Ch. 5. Managing Market Risk -- Ch. 6. Model Risk -- Ch. 7. Managing Spot Risk -- Ch. 8. Managing Forward Risk -- Ch. 9. Managing Vanilla Options Risk -- Ch. 10. Managing Exotic Options Risk -- Ch. 11. VaR and Stress Testing -- Ch. 12. Credit Risk -- App. Spreadsheet Calculators |
| Summary |
"Financial Risk Management is divided into three equally informative parts, each filled with in-depth insights and valuable advice gleaned from years of risk management experience. Part one provides a general background to financial risk management and illustrates how risk arises in financial firms. You'll discover key concepts used to manage risk and learn - through some of the most prominent financial disasters of the past twenty-five years - how to avoid failures in risk management. Part two examines the methodology of market risk management and discusses its application to forward risk, spot risk, vanilla options risk, and exotic options risk. As each type is discussed, a detailed analysis is given of models used to price these risks as well as how these models can be used to measure and control risk. After these issues are thoroughly explored, part three of Financial Risk Management rounds out the discussion with lessons on the management of portfolio risk |
|
Here, you will gain a firm understanding of value-at-risk (VaR), stress testing, and management of portfolio credit risk."--BOOK JACKET |
| Notes |
'Spreadsheet tutorial on CD-ROM |
| Bibliography |
Includes bibliographical references and index |
| Numbering |
One CD-ROM in pocket attached to inside back cover |
| Notes |
System requirements for accompanying computer optical disc: Minimum System Requirements: IBM PC or compatible. CD-ROM drive. Windows 95 or later. Microsoft Word for Windows 97. Microsoft Excel 97 or later. CD also works with software compatible with free downloadable Microsoft Viewer for Windows 97 and Microsoft Excel 97/2000 Viewer |
| Subject |
Finance.
|
|
Risk management.
|
|
Finance -- Management.
|
| LC no. |
2002014900 |
| ISBN |
0471219770 acid-free |
|
