Handbook of financial risk management /

Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the...

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Bibliographic Details
Main Author:	Roncalli, Thierry (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton, FL : CRC Press, 2020.
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Financial risk management > Handbooks, manuals, etc. Risk management > Mathematical models > Handbooks, manuals, etc. Finances > Gestion du risque > Guides, manuels, etc. Gestion du risque > Modèles mathématiques > Guides, manuels, etc. Financial risk management Risk management > Mathematical models Electronic books. Handbook handbooks. Handbooks and manuals Handbooks and manuals. Guides et manuels.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models. ConclusionAppendix