| Description |
1 online resource (xiv, 274 pages) : illustrations |
| Physical Medium |
polychrome |
| Description |
text file |
| Bibliography |
Includes bibliographical references. |
| Summary |
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management. |
| Contents |
Introduction / M.A.H. Dempster -- Quantifying the risks of trading / Evan Picoult -- Value at risk analysis of a leveraged swap / Sanjay Srivastava -- Stress testing in a value at risk framework / Paul H. Kupiec -- Dynamic portfolio replication using stochastic programming / M.A.H. Dempster and G.W.P. Thompson -- Credit and interest rate risk / R. Kiesel, W. Perraudin and A.P. Taylor -- Coherent measures of risk / Philippe Artzner, Freddy Delbaen, Jean-Marc Eber and David Heath -- Correlation and dependence in risk management: properties and pitfalls / Paul Embrechts, Alexander J. McNeil and Daniel Straumann -- Measuring risk with extreme value theory / Richard L. Smith -- Extremes in operational risk management / E.A. Medova and M.N. Kyriacou. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Risk management.
|
|
Risk management. |
|
Derivative securities.
|
|
Derivative securities. |
| Genre/Form |
Electronic books.
|
| Subject |
Administração de portfólio.
|
|
Administração de risco.
|
|
Derivativos.
|
|
Portfolio-analyse.
|
| Added Author |
Dempster, M. A. H. (Michael Alan Howarth), 1938-
|
| Other Form: |
Print version: Risk management. Cambridge ; New York : Cambridge University Press, 2002 (DLC) 2002277556 |
| ISBN |
0511066961 (electronic book) |
|
9780511066962 (electronic book) |
|
9780511615337 (electronic book) |
|
0511615337 (electronic book) |
|
9780511069093 (electronic book) |
|
051106909X (electronic book) |
|
0511060653 |
|
9780511060656 |
|
1280421355 |
|
9781280421358 |
|
9780521781800 |
|
