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Record Nr. |
UNINA9910965668703321 |
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Titolo |
The world of risk management / / editor, H. Gifford Fong |
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Pubbl/distr/stampa |
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Hackensack, NJ ; ; London, : World Scientific Pub., c2006 |
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ISBN |
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9786611372590 |
9781281372598 |
1281372595 |
9789812700865 |
9812700862 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (233 p.) |
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Classificazione |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Investments |
Derivative securities |
Portfolio management |
Asset-liability management |
Risk management |
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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. |
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Nota di contenuto |
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CONTENTS; Introduction; Practitioner's Digest; Chapter 1 Design of Financial Systems: Towards a Synthesis of Function and Structure Robert C. Merton and Zvi Bodie; Chapter 2 Asset/Liability Management and Enterprise Risk Management of an Insurer Thomas S. Y. Ho; Chapter 3 It's 11 pm-Do You Know Where Your Liquidity Is? The Mean-Variance-Liquidity Frontier AndrewW. Lo, Constantin Petrov and Martin Wierzbicki; Chapter 4 Time Diversification Jack L. Treynor; Chapter 5 A Practical Framework for Portfolio Choice Richard O. Michaud |
Chapter 6 A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment Sanjiv R. Das and Alistair SinclairChapter 7 Active Risk and Information Ratio Edward Qian and Ronald Hua; Chapter 8 The Year-End Price of Risk in a Market for Liquidity Mark D. Griffiths and Drew B.Winters; Chapter 9 Resampled Frontiers versus Diffuse Bayes: An Experiment Harry M. Markowitz and Nilufer Usmen; Chapter 10 Fund Managers May Cause Their Benchmarks to be Priced "Risks" |
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