Handbook of Financial Risk Management - Ngai Hang Chan

Книга "Handbook of Financial Risk Management" является авторитетным руководством по техникам управления рисками и моделированию, применяемым в финансовой инженерии, теориях и статистических методологиях. В книге демонстрируется применение алгоритмов моделирования для решения практических задач в банковской и финансовой отраслях на основе реальных примеров. В книге достигнут баланс между теорией и практикой, демонстрируется, как точность и эффективность в реализации различных методов моделирования являются незаменимыми инструментами в управлении рисками. Книга помогает читателю интуитивно понять управление финансовыми рисками и углубить понимание финансовых продуктов, которые нельзя оценить традиционными способами. В книге приводятся примеры в каждой главе, основанные на консультационных проектах, текущих исследованиях и учебных курсах, а также такие темы, как волатильность, производные фиксированных доходов, моделирование рынка LIBOR и меры риска. Книга содержит более двадцати четырех признанных моделей моделирования, а также комментарии, наборы данных и компьютерные подпрограммы, доступные по главам. Книга является полным справочником для практиков и полезна в областях финансов, бизнеса, прикладной статистики, эконометрики и инженерии. Она также является отличным учебным пособием для студентов магистратуры и программ MBA в курсах по управлению финансовыми рисками и моделированию.

This book is an authoritative reference on risk management methods and simulation applications as applied to finance, engineering and statistics. It illustrates the practical use of these simulation techniques, applying them in banking and finance using realistic case studies. By striking a balance between theoretical knowledge and practical application, the author explains how simulation algorithms could solve real-life problems. Moreover, it gives insights into financial products which cannot be traditionally priced. Throughout the book, there are examples, recommended by consulting and academic projects, connected to current research and courses aimed at helping the reader understand financial risk management more deeply. It also includes two-dozen recognised simulation models, grows insight into the intricacies of volatility, bond derivatives and LIBOR market models. In addition, there is information on the calculation and assessment of risk measures; this integrated information is available chapter by chapter, additionally to data sets and computer routines. Additionally, the book can serve as a solid reference for professionals, suitable for applications across a range of fields, including finance, economics, business and applied statistics. Also, it can be an excellent addition to graduate-level courses on financial risks and simulation.

This Handbook of Financial Risk Managment would be the perfect book for anyone who wants to learn more about risk management in financial. It provides a comprehensive overview of all the aspects of risk management, from the basic principles to the advanced techniques.

The book covers a wide range of topics, including simulation techniques, financial engineering, and financial products. It also features case studies that illustrate how simulation techniques can be used in real-world applications.

This book is an invaluable resource for anyone working in the financial industry or who wants to understand more about risk management.

Электронная Книга «Handbook of Financial Risk Management» написана автором Ngai Hang Chan в году.

Минимальный возраст читателя: 0

Язык: Английский

ISBN: 9781118573501

An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the prac­tical implementation of simulation techniques in the banking and financial industries through the use of real-world applications. Striking a balance between theory and practice, the Handbook of Financial Risk Management: Simulations and Case Studies demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods are indispensable tools in risk management. The book provides the reader with an intuitive understanding of financial risk management and deepens insight into those financial products that cannot be priced traditionally. The Handbook of Financial Risk Management also features: Examples in each chapter derived from consulting projects, current research, and course instruction Topics such as volatility, fixed-income derivatives, LIBOR Market Models, and risk measures Over twenty-four recognized simulation models Commentary, data sets, and computer subroutines available on a chapter-by-chapter basis As a complete reference for practitioners, the book is useful in the fields of finance, business, applied statistics, econometrics, and engineering. The Handbook of Financial Risk Management is also an excellent text or supplement for graduate and MBA-level students in courses on financial risk management and simulation.