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Dynamic Hedging: Managing Vanilla and Exotic Options
Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market exposure...
516 p itc 08/01/2013 335 1
Từ khóa: Hedging, Market makers, Risk management, Economic management, Market, Measuring risks, Trading, ...
New Ways for Managing Global Financial Risks: The Next Generation
Looks at the present state-of-the-art in global financial risk management, and then at the innovations and solutions that are being developed to solve the problems with current methodologies. The author presents a closely reasoned explanation of why the traditional quantitative methods are no longer adequate and argues the case for the hybrid instrument that will arise from the merging of the capital and insurance markets. New Ways for...
168 p itc 08/01/2013 302 1
Từ khóa: accounting finance, managing global financial risks, next generation, new ways for managing global financial risks, quản lý tài chính, quản lý rủi ro tài chính toàn cầu
Modeling Liquidity Risk: With Implications for Traditional Market Risk Measurement and Management
Market risk management under normal conditions traditionally has focused on the distribution of portfolio value changes resulting from moves in the mid-price. Hence the market risk is really in a "pure" form: risk in an idealized market with no "friction" in obtaining the fair price. However, many markets possess an additional liquidity component that arises from a trader not realizing the mid-price when liquidating her position, but rather...
18 p itc 08/01/2013 329 1
Từ khóa: market risk management, market securities, simple liquidity risk methodology, modeling liquidity risk, traditional market risk measurement, quản lý rủi ro thị trường chứng khoán
This book offers an extensive and up-to-date review of market risk measurement, focusing particularly on the estimation of value at risk (VaR) and expected tail loss (ETL). Measuring Market Risk provides coverage of parametric and non-parametric risk estimation, simulation, numerical methods, liquidity risks, risk decomposition and budgeting, backtesting, stress testing, and model risk, as well as appendices on mapping delta-gamma...
395 p itc 08/01/2013 309 1
Từ khóa: Financial Risk, Measuring Market Risk, Risk measurement, Risk market, Statistics parameter market, Market Management.
Investment Risk Management (The Wiley Finance Series)
Risk has two sides: underestimating it harms the investor, while overestimating it prevents the implementation of bold business projects. This book explains, from the point of view of the practitioner, the analysis of investment risk - a proper account of adequate risk management strategies - and offers an objective and readable account of the most common investment risk management procedures. It will not be highly mathematical, although...
223 p itc 08/01/2013 284 1
Từ khóa: investment risk management, Wiley Finance, analysis of investment risk, risk management strategies, phân tích quản lý rủi ro, chiến lược quản lý rủi ro
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option...
385 p itc 08/01/2013 304 1
Từ khóa: investing finance, skewed asset return distributions, implications for risk management, implications for portfolio selection, implications for option pricing, quản lý tài chính
Economics and Finance of Risk and of the Future
This book uses real-world examples to show how individual and collective risks can be blended and treated in a reliable decision-making framework that draws its inspiration from decision theory and market based mechanisms. It then goes into deeper detail by looking at the implications of having to face risks (a) where some kind of probabilistic description is available and (b) where none is available, using the example of insurable risks vs...
245 p itc 08/01/2013 386 1
Từ khóa: Insurance, finance economics, risk management, economics and finance of risk, quản lý rủi ro, kinh tế tài chính, economics and finance of risk and of the future
Catastrophic Risk: Analysis and Management
Catastrophic risk is one of the most significant and challenging areas of corporate risk management. Analyze this risk for your company with Catastrophic Risk and make sure you have sufficient resources to absorb losses and avoid financial distress. The first comprehensive volume to address this topic from a financial perspective, this book is a guide to the worst financial risks threatening companies and industries today. Author Eric Banks...
193 p itc 08/01/2013 309 1
Từ khóa: catastrophic risk, risk analysis, risk management, phân tích rủi ro, quản lý rủi ro, financial risks, corporate risk management
Monte Carlo Methods in Finance
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is...
235 p itc 07/01/2013 310 1
Từ khóa: finance accounting, mathematics, monte carlo methods in finance, Value at Risk, simulation, phân tích định lượng, risk management method available, phương pháp quản lý rủi ro
Principles of Corporate Finance Brealey and Myers Sixth EditionuFinance and the Financial
Chapter 1 Topics Covered What Is A Corporation? w The Role of The Financial Manager w Who Is The Financial Manager? w Separation of Ownership and Management w Financial Markets Corporate Structure Sole Proprietorships Unlimited Liability Personal tax on profits Partnerships Limited Liability Corporations Corporate tax on profits + Personal tax on dividends
816 p itc 07/01/2013 437 1
Từ khóa: finance, manage, financial risk, currency, Financial Manager, Firm's operations, Financial markets
Springer Finance is a programme of books addressing students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets. It aims to cover a variety of topics, not only mathematical finance but foreign exchanges, term structure, risk management, portfolio theory, equity derivatives and financial economics.
1030 p itc 07/01/2013 345 1
Từ khóa: Springer Finance, analysis of financial markets, phân tích thị trường tài chính, mathematical finance, foreign exchanges, term structure, risk management, portfolio theory, equity derivatives, financial economics.
Comonotonicity: From Risk Measurement to Risk Management
the last 5 years of my professional career have been a hell of a life but ... also a lot of fun. I want to start by thanking my 2 advisors, Jan Dhaene and Marc Goovaerts. They gave me the opportunity to combine research activities with other professional ambitions. Jan has an unquenchable curiosity and love for science. Moreover, he has the rare talent to transform ambryonic and sometimes very vague ideas into relatively easy-to-read papers.
175 p itc 03/01/2013 279 1
Từ khóa: Comonotonicity, Risk Measurement, Risk Management, from risk measurement to risk management, quản lý rủi ro, đo lường rủi ro
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