ISBN 13 : 978-0-470-90401-5

Contents : Contents

Introduction

Part 1. Foundations of Risk Management.
1. Risk Management.

Part 2. Quantitative Analysis.
2. Fundamentals of Probability.
3. Fundamentals of Statistics.
4. Monte Carlo Methods.
5. Modeling Risk Factors.

Part 3. Financial Markets and Products.
6. Bond Fundamentals.
7. Introduction to Derivatives.
8. Option Markets.
9. Fixed-Income Securities.
10. Fixed-Income Derivatives.
11. Equity, Currency, and Commodity Markets.

Part 4. Valuation and Risk Models.
12. Introduction to Risk Models.
13. Managing Linear Risk.
14. Nonlinear (Option) Risk Models.

Part 5. Market Risk Management.
15. Advanced Risk Models: Univariate.
16. Advanced Risk Models: Multivariate.
17. Managing Volatility Risk.
18. Mortgage-Backed Securities Risk.

Part 6. Credit Risk Management.
19. Introduction to Credit Risk.
20. Measuring Actuarial Default Risk.
21. Measuring Default Risk from Market Prices.
22. Credit Exposure.
23. Credit Derivatives and Structured Products.
24. Managing Credit Risk.

Part 7. Operational and Integrated Risk Management.
25. Operational Risk.
26. Liquidity Risk.
27. Firmwide Risk Management.
28. The Basel Accord.

Part 8. Investment Risk Management.
29. Portfolio Risk Management.
30. Hedge Fund Risk Management.

Index.

Language : English

Series : FINANCE

Print : 6ème

Place of publishing : TORONTO

Figure(s) : Schémas ; Tableau(x)

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque