Models at Work

Name: Models at Work
Author: J. Farid

A Practitioner's Guide to Risk Management

Specificaties

Gebonden, blz. | Engels

Palgrave Macmillan UK | e druk, 2013

ISBN13: 9781137371638

Rubricering

Juridisch :

Palgrave Macmillan UK e druk, 2013 9781137371638

Onderdeel van serie Global Financial Markets

€ 74,19

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Samenvatting

This book provides a much needed 'middle ground' for risk practitioners who need an in-depth understanding of risk management without excessive formulae or theory. Written to appeal to a broad but financially-minded audience, it provides coverage of risk management and the frameworks commonly applied in the financial services industry.

Specificaties

ISBN13:9781137371638

Taal:Engels

Bindwijze:gebonden

Uitgever:Palgrave Macmillan UK

Hoofdrubriek:Financieel management, Leiderschap

Serie:Global Financial Markets

Inhoudsopgave

PART I: RISK 1. What is Risk? 2. Measuring Risk 3. Stress Testing, Bank Regulations and Risk 4. Managing Risks 5. Building Risk Systems PART II: MONTE CARLO SIMULATION 6. Monte Carlo Simulators in Excel 7. Simulation Applications PART III: FIXED INCOME AND COMMODITY MARKETS - DISSECTING PRICING 8. Identifying Drivers for Projecting Crude Oil Prices 9. Gold and the Australian Dollar 10. Relative Value and the Gold - Silver Ratio 11. Correlations: Crude Oil and Other Commodities 12. Crude Palm Oil Futures 13. Crude Oil and Inflation 14. Historical Spreads in Bond Yealds in the Indo-Pak Sub-Continent 15. Volatility Trends in Commodity Prices 16. Energy Insights PART IV: DERIVATIVE SECURITIES  17. Derivatives Terminology 18. Products and Pricing 19. Variations 20. Derivative Pricing 21. Advanced Fixed Income Securities 22. The Treasury Function 23. Advanced Products 