Risk management and simulation
The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation model...
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton
CRC Press, Taylor & Francis Group
[2014]
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| 001 | 101916 | ||
| 003 | MY-KLNDU | ||
| 005 | 20241220040121.0 | ||
| 008 | 221104 2014 flua bi 000 0 eng d | ||
| 020 | |a 9781439835944 | ||
| 039 | 9 | |a 202211041155 |b VLOAD |c 201701121124 |d azraai |c 201701121124 |d azraai |y 201610241627 |z hasniza | |
| 040 | |a UPNM |b eng |c UPNM |e rda | ||
| 090 | |a HD 61 |b .G86 2014 | ||
| 100 | 1 | |a Gupta, Aparna |e author | |
| 245 | 1 | 0 | |a Risk management and simulation |c Aparna Gupta |
| 264 | 1 | |a Boca Raton |b CRC Press, Taylor & Francis Group |c [2014] | |
| 264 | 4 | |c ©2014 | |
| 300 | |a xxix, 491 pages |b illustrations |c 24 cm | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a 1. Risk and Regulation -- Defining Risk -- Framework for Risk Management -- Regulations and Risk Management -- 2. Modeling and Simulation of Risk -- Principles of Simulation and Generating Random Variates -- Modeling Risk Evolving over Time -- Building and Solving Models of Risk -- 3. Risk Management -- Managing Equity Market Risk -- Managing Interest Rates and Other Market Risks -- Credit Risk Management -- Strategic, Business, and Operational Risk Management -- Risk Management Using Insurance -- 4. Advanced Simulation -- Advanced Simulation Topics | |
| 520 | |a The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk management problems related to market, credit, operational, business, and strategic risk. Simulation models and methodologies offer an effective way to address many of these problems and are easy for finance professionals to understand and use. Drawing on the author's extensive teaching experience, this accessible book walks you through the concepts, models, and computational techniques. | ||
| 592 | |a 32570 |b 5/12/16 |c RM358.80 |h Bookline | ||
| 650 | 0 | |a Risk management | |
| 650 | 0 | |a Risk management |x Simulation methods | |
| 999 | |a vtls000057147 |c 101916 |d 101916 | ||