Quantitative risk management [[electronic resource] ] : a practical guide to financial risk / / Thomas S. Coleman
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| Autore: |
Coleman Thomas Sedgwick <1955->
|
| Titolo: |
Quantitative risk management [[electronic resource] ] : a practical guide to financial risk / / Thomas S. Coleman
|
| Pubblicazione: | Hoboken, New Jersey, : John Wiley & Sons, Inc., [2012] |
| Descrizione fisica: | 1 online resource (578 p.) |
| Disciplina: | 658.155 |
| Soggetto topico: | Financial services industry - Risk management |
| Financial risk management | |
| Capital market | |
| Classificazione: | BUS027000 |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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 | |
| Sommario/riassunto: | 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 sepa |
| Titolo autorizzato: | Quantitative risk management |
| ISBN: | 1-280-58912-4 |
| 9786613618955 | |
| 1-118-26077-5 | |
| 1-118-22210-5 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910790177003321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series ; ; 669.