Error title
Some error text about your books and stuff.
Close
Mastering Risk Application (volume2) cover
  • ISBN: 9780273654360
  • ISBN10: 0273654365

Mastering Risk Application (volume2)

by Carol Alexander

  • List Price: $34.00
  • Binding: Paperback
  • Edition: 1
  • Publisher: Pearson P T R
  • Publish date: 10/01/2001
used Add to Cart $4.50
You save: 87%
Marketplace Item
new Add to Cart $50.13
Marketplace Item
Description
Introduction PART I. MARKET RISKS 1. Introduction 2. Efficient Monte Carlo methods for Value-at-Risk 3. Orthogonal GARCH 4. Strike-adjusted spread: a new metric for estimating the value of equity options 5. Recent advances in more realistic market risk management: the hyperbolic model 6. Cointegration: the new risk relationship 7. Managing model risk PART II. CREDIT RISKS 8. Introduction 9. What wags the tail? Identifying the key assumptions in models of portfolio credit risk 10. Modeling default correlation in bond portfolios 11. Pricing the risks of default 12. The estimation of default probabilities: a review of alternative methodologies and why they give different results PART III. OPERATIONAL RISKS 13. Introduction 14. Mathematical techniques for pricing and hedging operational risk 15. Designing an operational risk framework from a bottom-up perspective 16. The Bayesian approach to measuring operational risks 17. Operational risk and regulatory capital Subject index Organization index Name index
Expand description
Seller Condition Comments Price  
SurplusTextSeller

Location: Columbia, MO
Good
Ships same day or next business day! UPS shipping available (Priority Mail
[...]
$4.50
One Planet Books

Location: Columbia, MO
Good
Ships same day or next business day! UPS shipping available (Priority Mail
[...]
$4.50
Hawking Books

Location: Upland, CA
Very Good
0273654365 Very Good Condition. Tight and Neat. Five star seller-Buy with confidence!
$5.38
Ergodebooks

Location: Richmond, TX
Ask seller a question
Good
Buy with confidence. Excellent Customer Service & Return policy.
$10.04
One Stop Shop Bookstore

Location: Memphis, TN
Good
Shipping Icon
$23.20
One Stop Shop Bookstore

Location: Memphis, TN
Good
Shipping Icon
$26.83
Firecreek Books

Location: Germantown, TN
Good
$28.11
Found Books

Location: AUSTIN, TX
Good
0273654365.
$32.62
books4u31

Location: Asheville, NC
Very Good
2 volume set, Vol. 1 Concepts and Vol. 2 Applications, no marks noted in
[...]
$40.43
Ergodebooks

Location: Richmond, TX
Ask seller a question
New
Buy with confidence. Excellent Customer Service & Return policy.
$50.13