Understanding risk :
Murphy, David
Understanding risk : the theory and practice of financial risk management / - Boca Raton : Chapman & Hall/CRC, c2008. - xvii, 452 p. : - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references and index.
The book explains how to understand financial risk and how the severity and frequency of losses can be controlled. The book covers the basics of risk management and the behaviour of financial instruments. It also focuses on regulatory capital standards and models, addressing value-at-risk (VaR) models, portfolio credit risk, tranching, operational risk, and the Basel accords. The author also dealt with assets/liability management (ALM) and liquidity management, structured finance and a variety of new trading instruments, including inflation-linked products, sophisticated equity basket options, and convertible bonds.
9781584888932 (pbk. : alk. paper) 1584888938
Financial risk management.
Investment analysis.
Portfolio management.
HG4529.5 / .M87 2008
658.15'5 / MUR
Understanding risk : the theory and practice of financial risk management / - Boca Raton : Chapman & Hall/CRC, c2008. - xvii, 452 p. : - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references and index.
The book explains how to understand financial risk and how the severity and frequency of losses can be controlled. The book covers the basics of risk management and the behaviour of financial instruments. It also focuses on regulatory capital standards and models, addressing value-at-risk (VaR) models, portfolio credit risk, tranching, operational risk, and the Basel accords. The author also dealt with assets/liability management (ALM) and liquidity management, structured finance and a variety of new trading instruments, including inflation-linked products, sophisticated equity basket options, and convertible bonds.
9781584888932 (pbk. : alk. paper) 1584888938
Financial risk management.
Investment analysis.
Portfolio management.
HG4529.5 / .M87 2008
658.15'5 / MUR