Quantitative risk management : concepts, techniques and tools
Type
Book
Authors
ISBN 10
0691122555
ISBN 13
9780691122557
Category
Management
[ Browse Items ]
Publication Year
2005
Publisher
Pages
xv, 538 p.
Subject
Risk management--Mathematical models
Tags
Abstract
The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address some of the main deficiencies of, current practice.
Number of Copies
1
