Asset and Risk Management : risk oriented finance

Author

• Esch, Louis

Additional Author(s)

• Kieffer, Robert
• Lopes, Thierry

Publisher

Brussels: John Wiley & Sons Ltd, 2013

Language

English

ISBN

9781118673515

Series

Subject(s)

• RISK MANAGEMENT
• ASSET-LIABILITY MANAGEMENT
• INVESTMENT ANALYSIS

Notes

. .

Abstract

The work is aimed at professionals working in the market (private or business fund managers or pension managers, market operators and business managers), risk managers and asset and liability managers, auditors and people working generally in the field of risk management." "This book also provides a very useful teaching tool suitable for use by both undergraduates and post-graduates, who have chosen to include a financial element in their studies. There are many numbered illustrations and a CD-ROM for practical application.

Physical Dimension

Number of Page(s)

1 online resource (xxi, 396 p.)

Dimension

-

Other Desc.

ill.

Summary / Review / Table of Content

Foreword / Philippe Jorion --
1. The regulatory context --
2. Changes in financial risk management --
3. Equities --
4. Bonds --
5. Options --
6. Theory of VaR --
7. VaR estimation techniques --
8. Setting up a VaR methodology --
9. Portfolio risk management --
10. Optimising the global portfolio via VaR --
11. Institutional management : APT applied to investment funds --
12. Techniques for measuring structural risks in balance sheets --
App. 1. Mathematical concepts --
App. 2. Probabilistic concepts --
App. 3. Statistical concepts --
App. 4. Extreme value theory --
App. 5. Canonical correlations --
App. 6. Algebraic presentation of logistic regression --
App. 7. The series models : ARCH-GARCH and EGARCH --
App. 8. Numerical methods for solving nonlinear equations.

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	00366/19	332.63 Esc A	Online !	Available