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001 9781315144597
003 FlBoTFG
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006 m o d
007 cr cnu|||unuuu
008 200429s2020 flu of 000 0 eng d
040 _aOCoLC-P
_beng
_erda
_epn
_cOCoLC-P
020 _a9781315144597
_q(electronic bk.)
020 _a131514459X
_q(electronic bk.)
020 _z9781138501874
020 _a9781351385220
_q(electronic bk. : EPUB)
020 _a1351385224
_q(electronic bk. : EPUB)
020 _a9781351385237
_q(electronic bk. : PDF)
020 _a1351385232
_q(electronic bk. : PDF)
035 _a(OCoLC)1152525247
035 _a(OCoLC-P)1152525247
050 4 _aHD61
_b.R663 2020eb
082 0 4 _a658.15/5
_223
100 1 _aRoncalli, Thierry,
_eauthor.
245 1 0 _aHandbook of financial risk management /
_cThierry Roncalli.
264 1 _aBoca Raton, FL :
_bCRC Press,
_c2020.
300 _a1 online resource (xxxiv, 1142 pages).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aChapman and Hall/CRC Financial Mathematics Series
505 0 _a1. 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. ConclusionAppendix
520 _aDeveloped over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master's degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
588 _aOCLC-licensed vendor bibliographic record.
650 0 _aFinancial risk management
_vHandbooks, manuals, etc.
650 0 _aRisk management
_xMathematical models
_vHandbooks, manuals, etc.
856 4 0 _3Read Online
_uhttps://www.taylorfrancis.com/books/9781315144597
856 4 2 _3OCLC metadata license agreement
_uhttp://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf
942 _2lcc
_cEBK
999 _c16963
_d16963