Gupta Risk Management and Simulation

Erscheinungsjahr 2013
ISBN: 978-1-4398-3595-1
Verlag: Taylor & Francis
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 523 Seiten

This book presents the modeling techniques and methodologies used to solve problems of risk management that are relevant to market, credit, operational, and business risk. The author connects risk management with simulation to show how the tool can be used to minimize risk in an organization and then arrive at a solution. Topics covered include frameworks for risk management, regulations, building models of risk, credit risk management, asset-liability management, and strategic risk management. MATLAB® is used in examples and exercises, and code is available on the author’s website.

Autoren/Hrsg.

Gupta, Aparna

Fachgebiete

• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Finanz- und Versicherungsmathematik
• Wirtschaftswissenschaften Betriebswirtschaft Management Risikomanagement

Inhaltsverzeichnis

Risk and Regulation: Defining Risk. Framework for Risk Management. Regulations and Risk Management. Modeling and Simulation of Risk: Principles of Simulation and Generating Random Variates. Modeling Risk Evolving over Time. Building and Solving Models of Risk. Risk Management: Managing Equity Market Risk. Managing Interest Rates and Other Market Risks. Credit Risk Management. Strategic, Business and Operational Risk Management. Risk Management Using Insurance. Advanced Simulation: Advanced Simulation Topics. Bibliography. Index.