ISBN 13 : 978-0-470-47961-2

Contents : Contents

Preface.
Introduction.
Part One: Quantitative Analysis.
Chapter 1: Bond Fundamentals.
Chapter 2: Fundamentals of Probability.
Chapter 3: Fundamentals of Statistics.
Chapter 4: Monte Carlo Methods.

Part Two: Capital Markets.
Chapter 5: Introduction to Derivatives.
Chapter 6: Options.
Chapter 7: Fixed-Income Securities.
Chapter 8: Fixed-Income Derivatives.
Chapter 9: Equity, Currency, and Commodity Markets.

Part Three: Market Risk Management.
Chapter 10: Introduction to Market Risk.
Chapter 11: Sources of Market Risk.
Chapter 12: Hedging Linear Risk.
Chapter 13: Nonlinear Risk: Options.
Chapter 14: Modeling Risk Factors.
Chapter 15: VAR Methods.

Part Four: Investment Risk Management.
Chapter 16: Portfolio Management.
Chapter 17: Hedge Fund Risk Management.

Part Five: Credit Risk Management.
Chapter 18: Introduction to Credit Risk.
Chapter 19: Measuring Actuarial Default Risk.
Chapter 20: Measuring Default Risk from Market Prices.
Chapter 21: Credit Exposure.
Chapter 22: Credit Derivative and Structured Products.
Chapter 23: Managing Credit Risk.

Part Six: Legal, Operational and Integrated Risk Management.
Chapter 24: Operational Risk.
Chapter 25: Liquidity Risk.
Chapter 26: Firm-Wide Risk Management.
Chapter 27: Legal Issues.

Part Seven: Regulation and Compliance.
Chapter 28: Regulation of Financial Institutions.
Chapter 29: The Basel Accord.
Chapter 30: The Basel Market Risk Charge.

About the CD-ROM.

Index.

Language : English

Series : WILEY FINANCE

Print : 5ème

Place of publishing : TORONTO

Figure(s) : Schémas ; Tableau(x)

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque