Understanding financial risk management
著者
書誌事項
Understanding financial risk management
（Routledge advanced texts in economics and finance, 23）
Routledge, 2015
- : pbk
- : hbk
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
Financial Risk Management is a topic of primary importance in financial markets and, more generally, in life. Risk can be seen as an opportunity if related to the concept of compensative return. It is therefore important to learn how to measure and control risk, in order to get exposure to as much risk as is necessary to achieve some level of compensation, without further useless exposure.
This book analyses the various types of financial risk a financial institution faces in everyday operations. Each type of risk is dealt with using a rigorous mix of analytical and theoretical approach, describing all the major models available in the literature, with an innovative look at the topic.
This book covers the following aspects of risks and provides introductory overviews the most relevant statistical and mathematical tools:
Market Risk
Interest Rate Risk
Credit Risk
Liquidity Risk
Operational Risk
Currency Risk
Volatility Risk
Understanding Financial Risk Management offers an innovative approach to financial risk management. With a broad view of theory and the industry, it aims at being a friendly, but serious, starting point for those who encounter risk management for the first time, as well as for more advanced users.
目次
1. Risk: an Overview 2. Financial Markets and Volatility 3. Statistical Analysis 4. Financial Derivatives 5. Market Risk 6. Interest Rate Risk 7. Credit Risk 8. Liquidity Risk 9. Other Risks 10. Financial Crisis and Securitization 11. Hedging Techniques 12. Beyond Normality and Correlation 13. Advanced Topics 14. The Future of Financial Risk Management
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