Handbook of Financial Risk Management 1st editon by Thierry Roncalli 1138501875 9781138501874

Publication Manual of the American Psychological Association 7th Edition American Psychological Association Handbook of Financial Risk Management 1st editon by Thierry Roncalli – Ebook PDF Instant Download/Delivery: 1138501875, 9781138501874

Product details:

ISBN 10: 1138501875
ISBN 13: 9781138501874
Author: Thierry Roncalli

Developed 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

Table of contents:

1. Introduction

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

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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