The Handbook of Risk Management and Analysis
Carol Alexander(Editor)
Wiley (Publisher)
Published on 18. April 1996
Book
Hardback
XXII, 368 pages
978-0-471-95309-8 (ISBN)
Article exhausted; check for reprint
Description
This handbook explores the application of mathematics to financial analysis and financial forecasting. It offers an introduction to the latest research on risk analysis and risk management strategies. Each chapter contains an introduction to the topic, followed by a technical exposition of the main ideas which are at the forefront of current research. The book is clearly illustrated with references and practical examples using data on financial markets.
More details
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Illustrations
Illustrations
Dimensions
Height: 25 cm
Width: 17.2 cm
Weight
860 gr
ISBN-13
978-0-471-95309-8 (9780471953098)
Schweitzer Classification
Other editions
New editions

Book
11/1998
Wiley
€165.50
Shipment within 10-20 days

Book
11/1998
Wiley
€163.50
Shipment within 10-20 days
Content
PART 1: FINANCIAL PRODUCTS: Equity Derivatives; Interest Rate Option Models - A Critical Survey; Exotic Options I; Exotic Options II; Swaps; PART 2: RISK MEASUREMENT: A Survey of Risk Measurement Theory and Practice; Calculating Risk Capital; Volatility and Correlation Forecasting; Credit Risk; PART 3: RISK MANAGEMENT: Emerging Markets; Credit Enhancement; Trading Volatility.