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 |
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Boca Raton
CRC Press, Taylor & Francis Group
[2014]
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Table of Contents:
- 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