Financial risk management : models, history, and institutions
"An in-depth look at the tools and techniques professionals use to address financial risksRisk and uncertainty, as Allan Malz explains in his ground-breaking new book, are two completely different concepts. Risk is a quantifiable uncertainty that can be modeled, while uncertainty defines non-qu...
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| Format: | Book |
| Language: | English |
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Hoboken, New Jersey :
Wiley ,
c2011
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| Series: | Wiley finance series
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Table of Contents:
- 1. Financial risk in a crisis-prone world
- 2. Market risk basics
- 3. Value-at-Risk
- 4. Nonlinear risks and the treatment of bonds and options
- 5. Portfolio VaR for market risk
- 6. Credit and counterparty risk
- 7. Spread risk and default intensity models
- 8. Portfolio credit risk
- 9. Structured credit risk
- 10. Alternatives to the standard market risk model
- 11. Assessing the quality of risk measures
- 12. Liquidity and leverage
- 13. Risk control and mitigation
- 14. Financial crises
- 15. Financial regulation