Risk and Financial Management: Mathematical and Computational Methods - Rilegato

Tapiero, Charles S.

Rilegato

ISBN 10: 0470849088 ISBN 13: 9780470849088

Casa editrice: John Wiley & Sons Inc, 2004

Riassunto

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.

• Provides a comprehensive introduction to the core topics of risk and financial management.
• Adopts a pragmatic approach, focused on computational, rather than just theoretical, methods.
• Bridges the gap between theory and practice in financial risk management
• Includes coverage of utility theory, probability, options and derivatives, stochastic volatility and value at risk.
• Suitable for students of risk, mathematical finance, and financial risk management, and finance practitioners.
• Includes extensive reference lists, applications and suggestions for further reading.

Risk and Financial Management: Mathematical and Computational Methods is ideally suited to both students of mathematical finance with little background in economics and finance, and students of financial risk management, as well as finance practitioners requiring a clearer understanding of the mathematical and computational methods they use every day. It combines the required level of rigor, to support the theoretical developments, with a practical flavour through many examples and applications.

Su questo libro

Informazioni sull?autore

Charles S. Tapiero is the Topfer Distinguished Professor of Financial Engineering and Technology Management at the New York University Polytechnic Institute. He is also Chair and founder of the Department of Finance and Risk Engineering, as well as cofounder and co-Editor in Chief of Risk and Decision Analysis.

• Provides a comprehensive introduction to the core topics of risk and financial management.
• Adopts a pragmatic approach, focused on computational, rather than just theoretical, methods.
• Bridges the gap between theory and practice in financial risk management
• Includes coverage of utility theory, probability, options and derivatives, stochastic volatility and value at risk.
• Suitable for students of risk, mathematical finance, and financial risk management, and finance practitioners.
• Includes extensive reference lists, applications and suggestions for further reading.

Risk and Financial Management: Mathematical and Computational Methods is ideally suited to both students of mathematical finance with little background in economics and finance, and students of financial risk management, as well as finance practitioners requiring a clearer understanding of the mathematical and computational methods they use every day. It combines the required level of rigor, to support the theoretical developments, with a practical flavour through many examples and applications.

Dettagli dell'edizione

• Editore: John Wiley & Sons Inc
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 0470849088
• ISBN 13: 9780470849088
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 384
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile