Risk Assessment
Decisions in Banking and Finance
Published on 19. October 2010
Book
Paperback/Softback
VIII, 286 pages
978-3-7908-2557-2 (ISBN)
Description
New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.
More details
Series
Edition
Softcover reprint of hardcover 1st ed. 2009
Language
English
Place of publication
Heidelberg
Germany
Target group
Professional and scholarly
Research
Illustrations
79 s/w Abbildungen, 28 s/w Tabellen
VIII, 286 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 17 mm
Weight
452 gr
ISBN-13
978-3-7908-2557-2 (9783790825572)
DOI
10.1007/978-3-7908-2050-8
Schweitzer Classification
Other editions
Additional editions
Book
11/2008
Physica
€160.49
Shipment within 7-9 days
Content
Automotive Finance: The Case for an Industry-Specific Approach to Risk Management.- Evidence on Time-Varying Factor Models for Equity Portfolio Construction.- Time Dependent Relative Risk Aversion.- Portfolio Selection with Common Correlation Mixture Models.- A New Tempered Stable Distribution and Its Application to Finance.- Estimation of ?-Stable Sub-Gaussian Distributions for Asset Returns.- Risk Measures for Portfolio Vectors and Allocation of Risks.- The Road to Hedge Fund Replication: The Very First Steps.- Asset Securitisation as a Profits Management Instrument.- Recent Advances in Credit Risk Management.- Stable ETL Optimal Portfolios and Extreme Risk Management.- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.