Risk Management and Simulation
1st Edition
Published on 19. April 2016
523 pages
978-1-040-06730-7 (ISBN)
Description
The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk managemen
More details
Edition
1. Auflage
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
Professional and scholarly
ISBN-13
978-1-040-06730-7 (9781040067307)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Aparna Gupta
Risk Management and Simulation
Book
09/2019
1st Edition
CRC Press
€97.70
Shipment within 15-20 days
Aparna Gupta
Risk Management and Simulation
Book
06/2013
1st Edition
CRC Press
€264.10
Shipment within 15-20 days
Person
Aparna Gupta is an associate professor of quantitative finance, director of the Financial Engineering and Risk Analytics Program, and co-director of the Center for Financial Studies in the Lally School of Management at Rensselaer Polytechnic Institute. She is also an associate professor of industrial and systems engineering in the School of Engineering. Her research interest is in addressing issues in risk management at the individual and the institutional levels. She conducts US National Science Foundation funded research in financial innovation for risk management. Dr. Gupta earned her doctorate from Stanford University and her B.Sc. and M.Sc. degrees in Mathematics from the Indian Institute of Technology, Kanpur.
Content
Risk and Regulation: Defining Risk. Framework for Risk Management. Regulations and Risk Management. Modeling and Simulation of Risk: Principles of Simulation and Generating Random Variates. Modeling Risk Evolving over Time. Building and Solving Models of Risk. Risk Management: Managing Equity Market Risk. Managing Interest Rates and Other Market Risks. Credit Risk Management. Strategic, Business and Operational Risk Management. Risk Management Using Insurance. Advanced Simulation: Advanced Simulation Topics. Bibliography. Index.
