|
" The risk modeling evaluation handbook : "
Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn, editors.
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
1039688
|
| Doc. No
|
:
|
b794058
|
| Title & Author
|
:
|
The risk modeling evaluation handbook : : rethinking financial risk management methodologies in the global capital markets /\ Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn, editors.
|
| Publication Statement
|
:
|
New York :: McGraw-Hill Professional,, ©2010.
|
| Series Statement
|
:
|
[McGraw-Hill finance & investing]
|
| Page. NO
|
:
|
xxxv, 491 pages :: illustrations ;; 24 cm.
|
| ISBN
|
:
|
0071663703
|
|
|
:
|
: 9780071663700
|
| Notes
|
:
|
Series statement from jacket.
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references and index.
|
| Abstract
|
:
|
If we have learned anything from the global financial collapse of 2008, it is this: the mathematical risk models currently used by financial institutions are no longer adequate quantitative measures of risk exposure. In The Risk Modeling Evaluation Handbook, an international team of 48 experts evaluates the problematic risk-modeling methods used by large financial institutions and breaks down how these models contributed to the decline of the global capital markets. Their conclusions enable you to identify the shortcomings of the most widely used risk models and create sophisticated strategies for properly implementing these models into your investing portfolio.
|
| Subject
|
:
|
Investment analysis.
|
| Subject
|
:
|
Investments.
|
| Subject
|
:
|
Risk management.
|
| Subject
|
:
|
Investition.
|
| Subject
|
:
|
Investitionsanalyse.
|
| Subject
|
:
|
Investment analysis.
|
| Subject
|
:
|
Investment analysis.
|
| Subject
|
:
|
Investments.
|
| Subject
|
:
|
Investments.
|
| Subject
|
:
|
Mathematisches Modell.
|
| Subject
|
:
|
Risikoanalyse.
|
| Subject
|
:
|
Risikomanagement.
|
| Subject
|
:
|
Risk management.
|
| Subject
|
:
|
Risk management.
|
| Dewey Classification
|
:
|
332.6
|
| LC Classification
|
:
|
HG4529.R57 2010
|
| NLM classification
|
:
|
F830.59clc
|
| Added Entry
|
:
|
Gregoriou, Greg N.,1956-
|
|
|
:
|
Hoppe, Christian.
|
|
|
:
|
Wehn, Carsten S.
|
| |