Financial Risk Management (Statistics in Practice)

Karandikar, Rajeeva/ Sinha, Tapen

Wiley-Blackwell（2015/04発売）

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製本 Hardcover:ハードカバー版／ページ数 416 p.
言語 ENG
商品コード 9780470684627
DDC分類 658.15

Full Description

Providing a general introduction to risk management and managing financial risk, Financial Risk Management introduces the standard tools and portfolio models for managing financial risk, which includes income statement and balance sheets, how to deal with fat tailed distributions, aspects of option pricing and its relation to the fat tailed distributions, real options, and financial time series. An indispensable tool for practitioners and analysts, the text also discusses: the current practice of using Value at Risk (VaR) and the Tail VaR; regulatory features of Basel II; and how to manage market risk in portfolios.