Providing a general introduction to risk management and managing financial risk, Financial Risk Management introduces the standard tools and portfolio models for managing financial risk, which includes income statement and balance sheets, how to deal with fat tailed distributions, aspects of option pricing and its relation to the fat tailed distributions, real options, and financial time series. An indispensable tool for practitioners and analysts, the text also discusses: the current practice of using Value at Risk (VaR) and the Tail VaR; regulatory features of Basel II; and how to manage market risk in portfolios.
- ISBN10 0470684623
- ISBN13 9780470684627
- Publish Date 24 April 2015
- Publish Status Cancelled
- Publish Country US
- Publisher John Wiley and Sons Ltd
- Imprint Wiley-Blackwell
- Format Hardcover
- Pages 416
- Language English