Understanding risk : the theory and practice of financial risk management /

By:

Murphy, David

Material type: Text

TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton : Chapman & Hall/CRC, c2008.Description: xvii, 452 pISBN:

9781584888932 (pbk. : alk. paper)
1584888938

Subject(s):

DDC classification:

658.15'5 MUR

LOC classification:

HG4529.5 .M87 2008

Online resources:

Click here to access online

Summary: 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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN ABEOKUTA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100754619
Monograph & others	CBN ABEOKUTA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100754494
Monograph & others	CBN AKURE BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100369806
Monograph & others	CBN AKURE BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100369715
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100385687
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100386248
Monograph & others	CBN BENIN BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100479100
Monograph & others	CBN BENIN BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100479118
Monograph & others	CBN CALABAR BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100760970
Monograph & others	CBN CALABAR BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100760624
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c. 1	Available	31008100778444
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c. 1	Available	31008100627278
Monograph & others	CBN HQ Library General Stacks	Non-fiction	658.15’5 MUR (Browse shelf(Opens below))	c.1	Available	31008100011259
Monograph & others	CBN HQ Library General Stacks	Non-fiction	658.15’5 MUR (Browse shelf(Opens below))	c.2	Available	31008100011267
Monograph & others	CBN HQ Library General Stacks	Non-fiction	658.15’5 MUR (Browse shelf(Opens below))	c.3	Available	31008100011234
Monograph & others	CBN HQ Library General Stacks	Non-fiction	658.15’5 MUR (Browse shelf(Opens below))	c.4	Available	31008100011242
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100740865
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100740873
Monograph & others	CBN ILORIN BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))		Available	31008100460969
Monograph & others	CBN ILORIN BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))		Available	31008100826599
Monograph & others	CBN JOS BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100380183
Monograph & others	CBN JOS BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100378906
Monograph & others	CBN KADUNA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008101169817
Monograph & others	CBN KADUNA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008101169825
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100662515
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100662366
Monograph & others	CBN KATSINA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100500418
Monograph & others	CBN KATSINA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c..2	Available	31008100500533
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100687892
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100687959
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100719380
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100727573
Monograph & others	CBN MAIDUGURI BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c. 1	Available	31008100449640
Monograph & others	CBN MAIDUGURI BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c. 2	Available	31008100449657
Monograph & others	CBN MAKURDI BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100360292
Monograph & others	CBN MAKURDI BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100360284
Monograph & others	CBN MINNA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100587175
Monograph & others	CBN MINNA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100587183
Monograph & others	CBN OWERRI BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100473616
Monograph & others	CBN OWERRI BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100473483
Monograph & others	CBN PORTHARCOURT BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100519764
Monograph & others	CBN PORTHARCOURT BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100519293
Monograph & others	CBN SOKOTO BRANCH LIBRARY	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	C 1.	Available	31008100404090
Monograph & others	CBN UYO BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100453170
Monograph & others	CBN UYO BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100453188
Monograph & others	CBN YOLA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.1	Available	31008100785613
Monograph & others	CBN YOLA BRANCH LIBRARY General Stacks	Non-fiction	658.15'5 MUR (Browse shelf(Opens below))	c.2	Available	31008100785621

Browsing CBN MINNA BRANCH LIBRARY shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)

Previous								Next
Previous	658.15'5 JOR Financial risk manager handbook plus test bank :	658.15'5 MEL Risk analysis in finance and insurance /	658.15'5 MUR Understanding risk :	658.15'5 MUR Understanding risk :	658.15'5 OPE Operational risk perspectives :	658.15'5 RIS Risk tolerance in financial decision making /	658.15'5 ROB Simple tools and techniques of enterprise risk management /	Next

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.

rpm 30/05/13

Loans

There are no comments on this title.

to post a comment.