Risk Management and Simulation

• Author : Aparna Gupta
• Publisher : CRC Press
• Release : 19 April 2016

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

• Author : Ngai Hang Chan,Hoi Ying Wong
• Publisher : John Wiley & Sons
• Release : 04 May 2015

"More than 300 exercises at the end of each chapter provide the opportunity for readers to apply new concepts and test their knowledge. Answers for selected exercises (at the rear of the book) offer additional insights to help readers consolidate their understanding"--

• Author : Ngai Hang Chan,Hoi Ying Wong
• Publisher : John Wiley & Sons
• Release : 22 April 2015

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

• Author : Constantin Zopounidis,Ramzi Benkraiem,Iordanis Kalaitzoglou
• Publisher : Springer Nature
• Release : 13 September 2021

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

• Author : Yacob Khojasteh
• Publisher : Springer
• Release : 24 July 2017

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

• Author : Ngai Hang Chan,Hoi Ying Wong
• Publisher : John Wiley & Sons
• Release : 17 June 2013

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

• Author : James Lam
• Publisher : John Wiley & Sons
• Release : 30 May 2003

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:

• Author : Daniel Xavier Houston
• Publisher : Unknown
• Release : 01 July 2022

• Author : Mohammad S. Obaidat,Tuncer Ören,Yuri Merkuryev
• Publisher : Springer
• Release : 26 October 2017

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

• Author : Barbara J. Youngberg
• Publisher : Jones & Bartlett Learning
• Release : 15 October 2010

Health Sciences & Professions

• Author : David L Olson,Desheng Dash Wu
• Publisher : World Scientific Publishing Company
• Release : 21 December 2007

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

• Author : David L Olson,Desheng Dash Wu
• Publisher : World Scientific Publishing Company
• Release : 21 January 2015

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

• Author : Johnathan Mun
• Publisher : John Wiley & Sons
• Release : 15 June 2010

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,

• Author : M. A. H. Dempster
• Publisher : Cambridge University Press
• Release : 10 January 2002

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

• Author : K.H. Erickson
• Publisher : K.H. Erickson
• Release : 13 July 2014

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