Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series) - Softcover

Murphy, David

Softcover

ISBN 10: 1584888938 ISBN 13: 9781584888932

Verlag: Chapman and Hall/CRC, 2008

Inhaltsangabe

This book explains how to understand financial risk and how the severity and frequency of losses can be controlled. Divided into four parts, it begins by introducing the basics of risk management and the behavior of financial instruments. The next section 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 then deals with asset/liability management (ALM) and liquidity management. The last part explores structured finance and a variety of new trading instruments, including inflation-linked products, sophisticated equity basket options, and convertible bonds.

Über diesen Titel

Über die Autorin bzw. den Autor

David Murphy

Details zur Ausgabe

• Verlag: Chapman and Hall/CRC
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 1584888938
• ISBN 13: 9781584888932
• Einband: Tapa blanda
• Auflage: 1
• Anzahl der Seiten: 470
• Herausgeber: Cont Rama, Madan Dilip B., Dempster M.A.H.
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar