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2004, ISBN: 0470849088

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Charles S. Tapiero:

Risk and Financial Management - primeira edição

2004, ISBN: 0470849088

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Tapiero, Charles S.:
Risk and Financial Management: Mathematical and Computational Methods - primeira edição

2004

ISBN: 9780470849088

Edição encadernada

Wiley, Hardcover, Auflage: 1, 360 Seiten, Publiziert: 2004-04-23T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: YES1566544, 0.71 kg, Verkaufsrang: 7802685, Economics, Business & Money, S… mais…

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Charles S. Tapiero:
Risk and Financial Management: Mathematical and Computational Methods - encadernado, livro de bolso

ISBN: 9780470849088

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Charles S. Tapiero:
Risk and Financial Management - encadernado, livro de bolso

2004, ISBN: 9780470849088

Hard cover, New in new dust jacket., Chichester, [PU: Wiley]

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Risk and Financial Management: Mathematical and Computational Methods
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0470849088


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.

Dados detalhados do livro - Risk and Financial Management: Mathematical and Computational Methods


EAN (ISBN-13): 9780470849088
ISBN (ISBN-10): 0470849088
Livro de capa dura
Livro de bolso
Ano de publicação: 2004
Editor/Editora: Wiley
358 Páginas
Peso: 0,640 kg
Língua: eng/Englisch

Livro na base de dados desde 2007-03-08T15:11:15+00:00 (Lisbon)
Página de detalhes modificada pela última vez em 2023-08-11T20:13:14+01:00 (Lisbon)
Número ISBN/EAN: 0470849088

Número ISBN - Ortografia alternativa:
0-470-84908-8, 978-0-470-84908-8
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: tapie
Título do livro: financial management, risk, computational methods

Dados da editora

Autor: Charles Tapiero
Título: Risk and Financial Management - Mathematical and Computational Methods
Editora: John Wiley & Sons
358 Páginas
Ano de publicação: 2004-03-23
Peso: 0,642 kg
Língua: Inglês
139,00 € (DE)
No longer receiving updates
164mm x 236mm x 26mm

BB; gebunden; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Finance & Investments; Statistik in den Ingenieurwissenschaften; Finanztechnik; Finanzmanagement; Statistik; Statistics; Finanz- u. Anlagewesen; Finanz- u. Wirtschaftsstatistik; Financial Engineering; Statistics for Finance, Business & Economics; Risikomanagement; Engineering Statistics; Finanztechnik; Statistik in den Ingenieurwissenschaften; Finanz- u. Wirtschaftsstatistik; Ökonometrie und Wirtschaftsstatistik

Preface. Part I: Finance and Risk Management. Chapter 1: Potpourri. 1.1 Introduction. 1.2 Theoretical finance and decision making. 1.3 Insurance and actuarial science. 1.4 Uncertainty and risk in finance. 1.5 Financial physics. Selected introductory reading. Chapter 2: Making Economic Decisions under Uncertainty. 2.1 Decision makers and rationality. 2.2 Bayes decision making. 2.3 Decision criteria. 2.4 Decision tables and scenario analysis. 2.5 EMV, EOL, EPPI, EVPI. Selected references and readings. Chapter 3: Expected Utility. 3.1 The concept of utility. 3.2 Utility and risk behaviour. 3.3 Insurance, risk management and expected utility. 3.4 Critiques of expected utility theory. 3.5 Expected utility and finance. 3.6 Information asymmetry. References and further reading. Chapter 4: Probability and Finance. 4.1 Introduction. 4.2 Uncertainty, games of chance and martingales. 4.3 Uncertainty, random walks and stochastic processes. 4.4 Stochastic calculus. 4.5 Applications of Ito's Lemma. References and further reading. Chapter 5: Derivatives Finance. 5.1 Equilibrium valuation and rational expectations. 5.2 Financial instruments. 5.3 Hedging and institutions. References and additional reading. Part II: Mathematical and Computational Finance. Chapter 6: Options and Derivatives Finance Mathematics. 6.1 Introduction to call options valuation. 6.2 Forward and futures contracts. 6.3 Risk-neutral probabilities again. 6.4 The Black-Scholes options formula. References and additional reading. Chapter 7: Options and Practice. 7.1 Introduction. 7.2 Packaged options. 7.3 Compound options and stock options. 7.4 Options and practice. 7.5 Stopping time strategies*. 7.6 Specific application areas. 7.7 Option misses. References and additional reading. Appendix: First passage time*. Chapter 8: Fixed Income, Bonds and Interest Rates. 8.1 Bonds and yield curve mathematics. 8.2 Bonds and forward rates. 8.3 Default bonds and risky debt. 8.4 Rated bonds and default. 8.5 Interest-rate processes, yields and bond valuation*. 8.6 Options on bonds*. References and additional reading. Mathematical appendix. A.1: Term structure and interest rates. A.2: Options on bonds. Chapter 9: Incomplete Markets and Stochastic Volatility. 9.1 Volatility defined. 9.2 Memory and volatility. 9.3 Volatility, equilibrium and incomplete markets. 9.4 Process variance and volatility. 9.5 Implicit volatility and the volatility smile. 9.6 Stochastic volatility models. 9.7 Equilibrium, SDF and the Euler equations*. 9.8 Selected Topics*. 9.9 The range process and volatility. References and additional reading. Appendix: Development for the Hull and White model (1987)*. Chapter 10: Value at Risk and Risk Management. 10.1 Introduction. 10.2 VaR definitions and applications. 10.3 VaR statistics. 10.4 VaR efficiency. References and additional reading. Author Index. Subject Index.
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