Quantitative risk management : a practical guide to financial risk
"State of the art risk management techniques and practices--supplemented with interactive analytics. All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with th...
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley & Sons ,
2012
|
| Series: | Wiley finance series
|
| Subjects: |
Table of Contents:
- 1. Managing risk
- 2. Risk management versus risk measurement
- 3. Managing risk
- 4. Financial risk events
- 5. Practical risk techniques
- 6. Uses and limitations of quantitative techniques
- 7. Introduction to quantitative risk measurement
- 8. Risk and summary measures: volatility and VaR
- 9. Using volatility and VaR
- 10. Portfolio risk analytics and reporting
- 11. Credit risk
- 12. Liquidity and operational risk
- 13. Conclusion