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Record Nr. |
UNINA9910790177003321 |
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Autore |
Coleman Thomas Sedgwick <1955-> |
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Titolo |
Quantitative risk management [[electronic resource] ] : a practical guide to financial risk / / Thomas S. Coleman |
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Pubbl/distr/stampa |
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Hoboken, New Jersey, : John Wiley & Sons, Inc., [2012] |
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ISBN |
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1-280-58912-4 |
9786613618955 |
1-118-26077-5 |
1-118-22210-5 |
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Descrizione fisica |
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1 online resource (578 p.) |
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Collana |
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Wiley finance series ; ; 669 |
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Classificazione |
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Disciplina |
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Soggetti |
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Financial services industry - Risk management |
Financial risk management |
Capital market |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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QUANTITATIVE RISK MANAGEMENT: A Practical Guide to Financial Risk; Contents; Foreword; Preface; Acknowledgments; PART ONE: Managing Risk; CHAPTER 1: Risk Management versus Risk Measurement; CHAPTER 2: Risk, Uncertainty, Probability, and Luck; CHAPTER 3: Managing Risk; CHAPTER 4: Financial Risk Events; CHAPTER 5: Practical Risk Techniques; CHAPTER 6: Uses and Limitations of Quantitative Techniques; PART TWO: Measuring Risk; CHAPTER 7: Introduction to Quantitative Risk Measurement; CHAPTER 8: Risk and Summary Measures: Volatility and VaR; CHAPTER 9: Using Volatility and VaR |
CHAPTER 10: Portfolio Risk Analytics and ReportingCHAPTER 11: Credit Risk; CHAPTER 12: Liquidity and Operational Risk; CHAPTER 13: Conclusion; About the Companion Web Site; References; About the Author; Index |
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Sommario/riassunto |
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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 |
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