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Risk management : framework, methods, and practice / Sergio Focardi, Caroline Jonas.

By: Contributor(s): Material type: TextTextPublication details: New Hope, PA : Frank J. Fabozzi Associates, c1998.Description: ix, 209 p. : ill. ; 24 cmISBN:
  • 188324935X
Subject(s): LOC classification:
  • HG8050 .F33 1998
Contents:
1. Why Manage Risk? -- 2. The Theoretical Underpinnings of Risk Management -- 3. Measuring Risk -- 4. Credit Risk -- 5. Managing Risk -- 6. Issues -- 7. Looking Ahead -- The Stochastic Representation of the Economy -- Stochastic Calculus and Risk Neutralization -- The No-Arbitrage Principle -- Factor Analysis -- The Theory of Forecasting -- Data-Mining Techniques -- Term-Structure Models -- Simulation and Differential Equations -- Stochastic Optimization -- Market Microstructure Theory -- Statistical Mechanics.
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Holdings
Item type Current library Collection Call number Vol info Status Date due Barcode
Main Long Main Long Town Campus Library Non-fiction HG8050 .F33 1998 (Browse shelf(Opens below)) 21603/10 Available Z00040979
Main Long Main Long KCA Kitengela Campus Library Non-fiction HG8050 .F33 1998 (Browse shelf(Opens below)) 12960/07 Available Z00005078
Main Long Main Long Martin Oduor-Otieno Library This item is located on the library first floor Non-fiction HG8050 .F33 1998 (Browse shelf(Opens below)) 13563/08 Available Z00006879
Main Long Main Long Martin Oduor-Otieno Library This item is located on the library first floor Non-fiction HG8050 .F33 1998 (Browse shelf(Opens below)) 21101/10 Available Z00039922

Includes bibliographical references and index.

1. Why Manage Risk? -- 2. The Theoretical Underpinnings of Risk Management -- 3. Measuring Risk -- 4. Credit Risk -- 5. Managing Risk -- 6. Issues -- 7. Looking Ahead -- The Stochastic Representation of the Economy -- Stochastic Calculus and Risk Neutralization -- The No-Arbitrage Principle -- Factor Analysis -- The Theory of Forecasting -- Data-Mining Techniques -- Term-Structure Models -- Simulation and Differential Equations -- Stochastic Optimization -- Market Microstructure Theory -- Statistical Mechanics.

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