Handbook of Financial Risk Management
-10%
portes grátis
Handbook of Financial Risk Management
Roncalli, Thierry
Taylor & Francis Ltd
04/2020
1176
Dura
Inglês
9781138501874
15 a 20 dias
1950
Descrição não disponível.
1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models.
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quantitative finance;risk modeling techniques;copula dependence analysis;extreme value theory;Monte Carlo simulation;collateral management strategies;advanced financial risk assessment methods
1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
