Understanding financial risk management 2nd ed.

Author

• Corelli, Angelo

Additional Author(s)

-

Publisher

Bingley, UK: Emerald Group Publishing Limited, 2019

Language

English

ISBN

9781789737936

Series

Subject(s)

• FINANCIAL RISK MANAGEMENT
• RISK MANAGEMENT

Notes

• Emerald Business Management and Economics Ebooks 2019
• Includes bibliographical references and index

. .

Abstract

Financial risk management is a topic of primary importance in financial markets. It is important to learn how to measure and control risk, how to be primed for the opportunity of compensative return, and how to avoid useless exposure. This second edition of Understanding Financial Risk Management offers an updated version of its innovative approach to such issues. Angelo Corelli analyses the various types of financial risk that a financial institution now face in everyday operations-including market, interest rate, credit, liquidity, operational, currency, volatility, and enterprise risk. He deals with each type of risk using a rigorous mix of analytical and theoretical approaches; he gives introductory overviews to the most relevant statistical and mathematical tools; and he provides innovative analyses of all the major models available in the literature. This broad view of theory and the current state of the industry provides a friendly but serious starting point for those who encounter risk management for the first time, and it offers plenty of food for thought to more advanced readers.For its unique mix of rigour and accessibility, this book is a must-read for finance professionals, and it is of keen interest to finance students and researchers.

Physical Dimension

Number of Page(s)

online resource (xxvii, 556 p.)

Dimension

-

Other Desc.

ill.

Summary / Review / Table of Content

Prelims
Chapter 1: Risk: An Overview
Chapter 2: Financial Markets and Volatility
Chapter 3: Conditional Dependence and Time Series
Chapter 4: Statistical Analysis
Chapter 5: Beyond Normality and Correlation
Chapter 6: Conditional Risk Analysis
Chapter 7: High-frequency Data
Chapter 8: Financial Derivatives
Chapter 9: Option Pricing and Risk Modeling
Chapter 10: Market Risk
Chapter 11: Inside Value at Risk
Chapter 12: Interest Rate Risk
Chapter 13: Credit Risk
Chapter 14: Liquidity Risk
Chapter 15: Enterprise Risk
Chapter 16: Other Risks
Chapter 17: Financial Crisis and Securitization
Chapter 18: Hedging Techniques
Chapter 19: Advanced Topics
Chapter 20: The Future of Financial Risk Management
Index

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	00371/20	658.155 Cor U	Online !	Available