Financial Risk Management Identification, Measurement and Management /

This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk, operational r...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Población García, Francisco Javier (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2017.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Part I: Introduction and Perspectives
  • Chapter 1: Introduction
  • Chapter 2: Risk Quantification
  • Part II: Market Risk
  • Chapter 3: One-Dimensional Market Risk—Equity Risk
  • Chapter 4: Multidimensional Market Risk
  • Chapter 5: Interest Rate Risk
  • Chapter 6: Exchange Rate Risk
  • Chapter 7: Price Risk in Commodities
  • Chapter 8: Market Risk Hedging
  • Part III: Credit Risk
  • Chapter 9: Credit Risk—Measurement
  • Chapter 10: Credit Risk—Valuation
  • Chapter 11: Credit Risk Management
  • Chapter 12: Derivative Credit Risk (Counterparty Risk)
  • Part IV: Other Risks
  • Chapter 13: Operational Risk
  • Chapter 14: Liquidity Risk
  • Chapter 15: Country Risk
  • Part V: Financial Implications of Risk
  • Chapter 16: The CAPM
  • Chapter 17: The WACC.