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...
| Κύριος συγγραφέας: | |
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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| 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.
