Understanding Financial Risk Management, Second Edition
Synopsis
Table of contents
(22 chapters)Prelims
Pages i-xxvii
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Risk: An Overview
Pages 1-38
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Financial Markets and Volatility
Pages 39-78
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Conditional Dependence and Time Series
Pages 79-93
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Statistical Analysis
Pages 95-122
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Beyond Normality and Correlation
Pages 123-151
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Conditional Risk Analysis
Pages 153-161
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High-frequency Data
Pages 163-170
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Financial Derivatives
Pages 171-196
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Option Pricing and Risk Modeling
Pages 197-216
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Market Risk
Pages 217-239
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Inside Value at Risk
Pages 241-256
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Interest Rate Risk
Pages 257-296
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Credit Risk
Pages 297-329
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Liquidity Risk
Pages 331-367
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Enterprise Risk
Pages 369-386
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Other Risks
Pages 387-418
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Financial Crisis and Securitization
Pages 419-454
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Hedging Techniques
Pages 455-487
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Advanced Topics
Pages 489-514
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The Future of Financial Risk Management
Pages 515-541
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Index
Pages 543-556
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- DOI
- 10.1108/9781789737912
- Publication date
- 2019-10-28
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- ISBN
- 978-1-78973-794-3
- eISBN
- 978-1-78973-791-2