Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9781118286388

Sommaire :
CHAPTER 1 Introduction
CHAPTER 2 Banks
CHAPTER 3 Insurance Companies and Pension Plans
CHAPTER 4 Mutual Funds and Hedge Funds
CHAPTER 5 Trading in Financial Markets
CHAPTER 6 The Credit Crisis of 2007
CHAPTER 7 How Traders Manage Their Risks
CHAPTER 8 Interest Rate Risk
CHAPTER 9 Value at Risk
CHAPTER 10 Volatility
CHAPTER 11 Correlations and Copulas
CHAPTER 12 Basel I, Basel II, and Solvency II
CHAPTER 13 Basel 2.5, Basel III, and Dodd–Frank
CHAPTER 14 Market Risk VaR: The Historical Simulation Approach
CHAPTER 15 Market Risk VaR: The Model-Building Approach
CHAPTER 16 Credit Risk: Estimating Default Probabilities
CHAPTER 17 Counterparty Credit Risk in Derivatives
CHAPTER 18 Credit Value at Risk
CHAPTER 19 Scenario Analysis and Stress Testing
CHAPTER 20 Operational Risk
CHAPTER 21 Liquidity Risk
CHAPTER 22 Model Risk
CHAPTER 23 Economic Capital and RAROC
CHAPTER 24 Risk Management Mistakes to Avoid
Index

Langue : Anglais

Edition : 3ème

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque