Tapiero.C. Risk and Financial Management

формат pdf
размер 2.11 МБ
добавлен 22 января 2011 г.

Год издания: 2004.
Количество страниц: 358.
Язык: English.
Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in interest rates, exchange rates, commodity prices, and equity prices. New financial instruments and mathematical techniques are continuously developed and introduced in financial practice. These techniques are being used by an increasing number of firms, traders and financial risk managers across various industries. Risk and Financial Management: Mathematical and Computational Methods confronts the many issues and controversies, and explains the fundamental concepts that underpin financial risk management.
Contents.
Part I: Finance and Risk Management.
Chapter 1 Potpourri.
Chapter 2 Making Economic Decisions under Uncertainty.
Chapter 3 Expected Utility.
Chapter 4 Probability and Finance.
Chapter 5 Derivatives Finance.
Chapter 6 Options and Derivatives Finance Mathematics.
Chapter 7 Options and Practice.
Chapter 8 Fixed Income, Bonds and Interest Rates.
Chapter 9 Incomplete Markets and Stochastic Volatility.
Chapter 10 Value at Risk and Risk Management.

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