Risk Management and Simulation

Produk Detail:
  • Author : Aparna Gupta
  • Publisher : CRC Press
  • Pages : 523 pages
  • ISBN : 1439835950
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>Risk Management and Simulation

Download or Read online Risk Management and Simulation full in PDF, ePub and kindle. this book written by Aparna Gupta and published by CRC Press which was released on 19 April 2016 with total page 523 pages. We cannot guarantee that Risk Management and Simulation book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk management problems related to market, credit, operational, business, and strategic risk. Simulation models and methodologies offer an effective way to address many of these problems and are easy for finance professionals to understand and use. Drawing on the author’s extensive teaching experience, this accessible book walks you through the concepts, models, and computational techniques. How Simulation Models Can Help You Manage Risk More Effectively Organized into four parts, the book begins with the concepts and framework for risk management. It then introduces the modeling and computational techniques for solving risk management problems, from model development, verification, and validation to designing simulation experiments and conducting appropriate output analysis. The third part of the book delves into specific issues of risk management in a range of risk types. These include market risk, equity risk, interest rate risk, commodity risk, currency risk, credit risk, liquidity risk, and strategic, business, and operational risks. The author also examines insurance as a mechanism for risk management and risk transfer. The final part of the book explores advanced concepts and techniques. The book contains extensive review questions and detailed quantitative or computational exercises in all chapters. Use of MATLAB® mathematical software is encouraged and suggestions for MATLAB functions are provided throughout. Learn Step by Step, from Basic Concepts to More Complex Models Packed with applied examples and exercises, this book builds from elementary models for risk to more sophisticated, dynamic models for risks that evolve over time. A comprehensive introduction to simulation modeling and analysis for risk management, it gives you the tools to better assess and manage the impact of risk in your organizations. The book can also serve as a support reference for readers preparing for CFA exams, GARP FRM exams, PRMIA PRM exams, and actuarial exams.

Risk Management and Simulation

Risk Management and Simulation
  • Author : Aparna Gupta
  • Publisher : CRC Press
  • Release : 19 April 2016
GET THIS BOOK Risk Management and Simulation

The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk management problems related to market, credit, operational, business, and strategic risk. Simulation models and methodologies offer an effective way to address many of these problems and are easy for finance professionals to

Simulation Techniques in Financial Risk Management

Simulation Techniques in Financial Risk Management
  • Author : Ngai Hang Chan,Hoi Ying Wong
  • Publisher : John Wiley & Sons
  • Release : 22 April 2015
GET THIS BOOK Simulation Techniques in Financial Risk Management

Praise for the First Edition “…a nice, self-contained introduction to simulation and computational techniques in finance…” – Mathematical Reviews Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the recent innovations in simulations and risk management, such as advanced option pricing models beyond

Financial Risk Management and Modeling

Financial Risk Management and Modeling
  • Author : Constantin Zopounidis,Ramzi Benkraiem,Iordanis Kalaitzoglou
  • Publisher : Springer Nature
  • Release : 13 September 2021
GET THIS BOOK Financial Risk Management and Modeling

Risk is the main source of uncertainty for investors, debtholders, corporate managers and other stakeholders. For all these actors, it is vital to focus on identifying and managing risk before making decisions. The success of their businesses depends on the relevance of their decisions and consequently, on their ability to manage and deal with the different types of risk. Accordingly, the main objective of this book is to promote scientific research in the different areas of risk management, aiming at

Supply Chain Risk Management

Supply Chain Risk Management
  • Author : Yacob Khojasteh
  • Publisher : Springer
  • Release : 24 July 2017
GET THIS BOOK Supply Chain Risk Management

This book covers important issues related to managing supply chain risks from various perspectives. Supply chains today are vulnerable to disruptions with a significant impact on firms’ business and performance. The aim of supply chain risk management is to identify the potential sources of risks and implement appropriate actions in order to mitigate supply chain disruptions. This book presents a set of models, frameworks, strategies, and analyses that are essential for managing supply chain risks. As a comprehensive collection of

Handbook of Financial Risk Management

Handbook of Financial Risk Management
  • Author : Ngai Hang Chan,Hoi Ying Wong
  • Publisher : John Wiley & Sons
  • Release : 17 June 2013
GET THIS BOOK Handbook of Financial Risk Management

An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the practical implementation of simulation techniques in the banking and financial industries through the use of real-world applications. Striking a balance between theory and practice, the Handbook of Financial Risk Management: Simulations and Case Studies demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy

Enterprise Risk Management

Enterprise Risk Management
  • Author : James Lam
  • Publisher : John Wiley & Sons
  • Release : 30 May 2003
GET THIS BOOK Enterprise Risk Management

Enterprise risk management is a complex yet critical issue that all companies must deal with as they head into the twenty-first century. It empowers you to balance risks with rewards as well as people with processes. But to master the numerous aspects of enterprise risk management, you must first realize that this approach is not only driven by sound theory but also by sound practice. No one knows this better than risk management expert James Lam. In Enterprise Risk Management:

Simulation and Modeling Methodologies Technologies and Applications

Simulation and Modeling Methodologies  Technologies and Applications
  • Author : Mohammad S. Obaidat,Tuncer Ören,Yuri Merkuryev
  • Publisher : Springer
  • Release : 26 October 2017
GET THIS BOOK Simulation and Modeling Methodologies Technologies and Applications

This Proceedings book reports on new and innovative solutions regarding methodologies and applications of modeling and simulation. It includes a set of selected, extended papers from the 6th International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH 2016), held in Lisbon, Portugal, from 29 to 31 July, 2016. The conference brought together researchers, engineers and practitioners interested in methodologies and applications of modeling and simulation. SIMULTECH 2016 received 76 submissions from 35 countries and all continents. After a double-blind paper review performed by the Program

Enterprise Risk Management

Enterprise Risk Management
  • Author : David L Olson,Desheng Dash Wu
  • Publisher : World Scientific Publishing Company
  • Release : 21 December 2007
GET THIS BOOK Enterprise Risk Management

This book expands the scope of risk management beyond insurance and finance to include accounting risk, terrorism, and other issues that can threaten an organization. It approaches risk management from five perspectives: in addition to the core perspective of financial risk management, it addresses perspectives of accounting, supply chains, information systems, and disaster management. It also covers balanced scorecards, multiple criteria analysis, simulation, data envelopment analysis, and financial risk measures that help assess risk, thereby enabling a well-informed managerial decision

Enterprise Risk Management

Enterprise Risk Management
  • Author : David L Olson,Desheng Dash Wu
  • Publisher : World Scientific Publishing Company
  • Release : 21 January 2015
GET THIS BOOK Enterprise Risk Management

Risk is inherent in business. Without risk, there would be no motivation to conduct business. But a key principle is that organizations should accept risks that they are competent enough to deal with, and “outsource” other risks to those who are more competent to deal with them (such as insurance companies). Enterprise Risk Management (2nd Edition) approaches enterprise risk management from the perspectives of accounting, supply chains, and disaster management, in addition to the core perspective of finance. While the

Modeling Risk DVD

Modeling Risk    DVD
  • Author : Johnathan Mun
  • Publisher : John Wiley & Sons
  • Release : 15 June 2010
GET THIS BOOK Modeling Risk DVD

An updated guide to risk analysis and modeling Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the Second Edition of Analyzing and Modeling Risk, expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like,

Risk Management

Risk Management
  • Author : M. A. H. Dempster
  • Publisher : Cambridge University Press
  • Release : 10 January 2002
GET THIS BOOK Risk Management

The use of derivative products in risk management has spread from commodities, stocks and fixed income items, to such virtual commodities as energy, weather and bandwidth. All this can give rise to so-called volatility and there has been a consequent development in formal risk management techniques to cover all types of risk: market, credit, liquidity, etc. One of these techniques, Value at Risk, was developed specifically to help manage market risk over short periods. Its success led, somewhat controversially, to

Financial Risk Management A Simple Introduction

Financial Risk Management  A Simple Introduction
  • Author : K.H. Erickson
  • Publisher : K.H. Erickson
  • Release : 13 July 2014
GET THIS BOOK Financial Risk Management A Simple Introduction

Financial Risk Management: A Simple Introduction presents a detailed guide to some of the central ideas and tools of financial risk management, with theory, examples, formulas, and calculations to illustrate the analysis. Calculate leverage, duration, modified duration, and convexity to find the risk exposure and interest rate risk sensitivity of an asset. Understand bond immunization to manage risk, and assess non-vanilla bond risk using both effective duration and effective convexity. Use value at risk to forecast maximum losses over a