ISBN 13 : ‎978-1138501874

Sommaire :
1. Introduction.

Part I Risk Management in the Financial Sector.

2. Market Risk.
3. Credit Risk.
4. Counterparty Credit Risk and Collateral Risk.
5. Operational Risk.
6. Liquidity Risk.
7. Asset Liability Management Risk.
8. Systemic Risk and Shadow Banking System.

Part II Mathematical and Statistical Tools.

9. Model Risk of Exotic Derivatives.
10. Statistical Inference and Model Estimation.
11. Copulas and Dependence Modeling.
12. Extreme Value Theory.
13. Monte Carlo Simulation Methods.
14. Stress Testing and Scenario Analysis.
15. Credit Scoring Models.

Conclusion

Nbre volumes : 0

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque