Risk and Financial Management

Mathematical and Computational Methods

Charles S. Tapiero

341 pages, parution le 08/04/2004

Ajouter à une liste

Indisponible

Résumé

Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in interest rates, exchange rates, commodity prices, and equity prices. New financial instruments and mathematical techniques are continuously developed and introduced in financial practice. These techniques are being used by an increasing number of firms, traders and financial risk managers across various industries. Risk and Financial Management: Mathematical and Computational Methods confronts the many issues and controversies, and explains the fundamental concepts that underpin financial risk management.

Provides a comprehensive introduction to the core topics of risk and financial management.
Adopts a pragmatic approach, focused on computational, rather than just theoretical, methods.
Bridges the gap between theory and practice in financial risk management
Includes coverage of utility theory, probability, options and derivatives, stochastic volatility and value at risk.
Suitable for students of risk, mathematical finance, and financial risk management, and finance practitioners.
Includes extensive reference lists, applications and suggestions for further reading.

Risk and Financial Management: Mathematical and Computational Methods is ideally suited to both students of mathematical finance with little background in economics and finance, and students of financial risk management, as well as finance practitioners requiring a clearer understanding of the mathematical and computational methods they use every day. It combines the required level of rigor, to support the theoretical developments, with a practical flavour through many examples and applications.

L'auteur - Charles S. Tapiero

Charles TAPIERO est professeur a l?ESSEC. Il a ete professeur a Columbia University (New York), Case Western Reserve University (Cleveland), l'Universite de Washington (Seattle) et l'Universite Hebra?que de Jerusalem.

Autres livres de Charles S. Tapiero

Les outils et le contrôle de la qualité

Découvrir tous les livres de Charles S. Tapiero

Sommaire

Part I: Finance and Risk Management
- Potpourri
- Making Economic Decisions under Uncertainty
- Expected Utility
- Probability and Finance
- Derivatives Finance
Part II:Mathematical and Computational Finance
- Options and Derivatives Finance Mathematics
- Options and Practice
- Fixed Income, Bonds and Interest Rates
- Incomplete Markets and Stochastic Volatility
- Value at Risk and Risk Management

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Charles S. Tapiero
Parution	08/04/2004
Nb. de pages	341
Format	15,5 x 23,5
Couverture	Relié
Poids	635g
Intérieur	Noir et Blanc
EAN13	9780470849088