The Hdbk of Risk Management & Analysis
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- Wiley
More About This Title The Hdbk of Risk Management & Analysis
English
During the past 5-10 years, and especially since the "Big Bang," the advance in mathematical applications to financial analysis and forecasting has been enormous. Mathematical methods are not only being used in forecasting, but also in the vitally important area of risk management. This book is the definitive source for professionals seeking an introduction to the very latest thinking on risk analysis and risk management strategies. Each chapter contains an introductory survey of the area, followed by a technical exposition of the main ideas which are at the forefront of current research.
English
FINANCIAL PRODUCTS.
Equity Derivatives (A. Street).
Interest Rate Option Models: A Critical Survey (R. Rebonato).
Exotic Options I (E. Levy).
Exotic Options II (B. Thomas).
Swaps (D. Kissane).
RISK MEASUREMENT.
A Survey of Risk Measurement Theory and Practice (S. Beckers).
Calculating Risk Capital (T. Wilson).
Volatility and Correlation Forecasting (C. Alexander).
Credit Risk (R. Jarrow & S. Turnbull).
RISK MANAGEMENT.
Emerging Markets (M. Fox).
Credit Enhancement (L. Wakeman).
Trading Volatility (M. Fitzgerald).
Index.
